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Leveraged Buffett 90/10 S&P 500 and Treasuries 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)

90/10, leveraged, long-only, s&p 500, us treasuries, weekly rebalance

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)

-0.05

—

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

1.74

—

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

1.00

—

Trading activity

Annualized turnover, backtest period (backtest)

0.52

—

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

0.41

—

Daily win rate, backtest period (backtest)

55.27%

—

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

54.49%

—

Backtest

Backtest final value (from $10,000)

$413k

—

Backtest regulatory fees

$32

—

Backtest slippage cost

$76

—

Returns

Backtest length

4,404

—

Out-of-sample length

534

—

Return, backtest period (annualized) (backtest)

23.72%

—

Return, backtest period (cumulative) (backtest)

4027%

—

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

24.31%

3.62%

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

57.89%

2.81%

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

-1.97%

—

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

2.91%

0.34%

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

-2.57%

—

Return, trailing 1 year (backtest)

19.04%

—

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

22.44%

86.44%

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

-1.80%

—

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

3.95%

0.95%

SPY annualized return over the backtest window (backtest)

15.33%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.44

—

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

0.77

331.36

Maximum drawdown, backtest period (backtest)

-54.15%

—

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

-31.71%

-0.01%

Sharpe ratio, backtest period (backtest)

0.85

—

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

0.91

18.06

Sortino ratio, backtest period (backtest)

1.21

—

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

1.25

—

Standard deviation, backtest period (backtest)

30.35%

—

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

28.57%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.82

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

weekly

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