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K-1 Free 3x Tech/Semis Tactical Rotation (15/15 Blend) vs 50/50 Hedged Rotation and TQQQ Dip-Buy

Every published figureShow 43 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

bonds, leveraged etfs, long/short, mean reversion, momentum, risk-on/risk-off, semiconductors, tactical, tech

leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

0.21

—

Beta vs SPY, out-of-sample (out-of-sample)

2.67

—

Correlation (R) vs SPY, out-of-sample (out-of-sample)

0.68

—

Trading activity

Annualized turnover, backtest period (backtest)

81.52

—

Annualized turnover, out-of-sample period (out-of-sample)

89.59

—

Daily win rate, backtest period (backtest)

54.32%

—

Daily win rate, out-of-sample period (out-of-sample)

55.98%

—

Backtest

Backtest final value (from $10,000)

$3.3B

—

Backtest regulatory fees

$9.5M

—

Backtest slippage cost

$91.1M

—

Returns

Backtest length

3,822

—

Out-of-sample length

802

—

Return, backtest period (annualized) (backtest)

130.91%

—

Return, backtest period (cumulative) (backtest)

32642k%

—

Return, out-of-sample period (annualized) (out-of-sample)

74.60%

3.62%

Return, out-of-sample period (cumulative) (out-of-sample)

490.63%

2.81%

Return, trailing 1 day (out-of-sample)

0.44%

—

Return, trailing 1 month (out-of-sample)

0.91%

0.34%

Return, trailing 1 week (out-of-sample)

1.19%

—

Return, trailing 1 year (backtest)

87.67%

—

Return, trailing 1 year (out-of-sample)

87.61%

86.44%

Return, trailing 2 weeks (out-of-sample)

1.53%

—

Return, trailing 3 months (out-of-sample)

37.99%

0.95%

SPY annualized return over the backtest window (backtest)

14.50%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.84

—

Calmar ratio, out-of-sample period (out-of-sample)

1.66

331.36

Maximum drawdown, backtest period (backtest)

-71.17%

—

Maximum drawdown, out-of-sample period (out-of-sample)

-45.05%

-0.01%

Sharpe ratio, backtest period (backtest)

1.64

—

Sharpe ratio, out-of-sample period (out-of-sample)

1.22

18.06

Sortino ratio, backtest period (backtest)

2.75

—

Sortino ratio, out-of-sample period (out-of-sample)

2.15

—

Standard deviation, backtest period (backtest)

62.90%

—

Standard deviation, out-of-sample period (out-of-sample)

59.48%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

0.40

—

Construction

Logic complexity (node count)

112

—

Rebalance corridor width

1.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

—

Watchers

—

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources