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Leveraged Frontrunner 3x Dip Buyer with Treasury Safety 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 rebalancing, leveraged etf rotation, risk-on/risk-off, tactical asset allocation, trend/mean reversion, volatility hedge

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)

0.38

—

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

2.50

—

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

0.59

—

Trading activity

Annualized turnover, backtest period (backtest)

59.69

—

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

52.37

—

Daily win rate, backtest period (backtest)

57.38%

—

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

53.32%

—

Backtest

Backtest final value (from $10,000)

$67.6B

—

Backtest regulatory fees

$102.6M

—

Backtest slippage cost

$989.5M

—

Returns

Backtest length

2,996

—

Out-of-sample length

407

—

Return, backtest period (annualized) (backtest)

275.23%

—

Return, backtest period (cumulative) (backtest)

676233k%

—

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

87.78%

3.62%

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

177.38%

2.81%

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

1.40%

—

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

-6.12%

0.34%

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

2.65%

—

Return, trailing 1 year (backtest)

29.58%

—

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

29.55%

86.44%

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

-3.50%

—

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

8.18%

0.95%

SPY annualized return over the backtest window (backtest)

13.84%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.62

—

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

1.79

331.36

Maximum drawdown, backtest period (backtest)

-48.94%

—

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

-48.94%

-0.01%

Sharpe ratio, backtest period (backtest)

2.48

—

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

1.19

18.06

Sortino ratio, backtest period (backtest)

5.11

—

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

2.42

—

Standard deviation, backtest period (backtest)

60.24%

—

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

72.89%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.36

—

Construction

Logic complexity (node count)

1,294

—

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