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K-Switch Tech Rotation with Volatility Kill-Switch 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)

daily rotation, defensive hedging, leveraged/short etfs, managed futures, rsi timing, tech tilt, trend-following, volatility spike filter

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)

0.04

—

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

2.29

—

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

0.59

—

Trading activity

Annualized turnover, backtest period (backtest)

65.74

—

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

65.19

—

Daily win rate, backtest period (backtest)

56.79%

—

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

52.12%

—

Backtest

Backtest final value (from $10,000)

$2.7M

—

Backtest regulatory fees

$8,007

—

Backtest slippage cost

$64k

—

Returns

Backtest length

1,127

—

Out-of-sample length

518

—

Return, backtest period (annualized) (backtest)

250.37%

—

Return, backtest period (cumulative) (backtest)

27k%

—

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

31.10%

3.62%

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

74.66%

2.81%

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

-1.66%

—

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

2.16%

0.34%

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

-0.76%

—

Return, trailing 1 year (backtest)

20.85%

—

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

20.81%

86.44%

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

-1.58%

—

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

43.87%

0.95%

SPY annualized return over the backtest window (backtest)

15.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.94

—

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

0.86

331.36

Maximum drawdown, backtest period (backtest)

-36.09%

—

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

-36.09%

-0.01%

Sharpe ratio, backtest period (backtest)

2.30

—

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

0.74

18.06

Sortino ratio, backtest period (backtest)

3.87

—

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

1.13

—

Standard deviation, backtest period (backtest)

63.31%

—

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

62.89%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

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