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Leveraged Tech/Semis Risk Rotation with EM and Gold 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 rebalance, emerging markets, gold, leveraged etfs, managed futures, tactical multi-asset, trend/mean-reversion, volatility hedging

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)

0.79

—

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

0.32

—

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

0.10

—

Trading activity

Annualized turnover, backtest period (backtest)

63.95

—

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

64.58

—

Daily win rate, backtest period (backtest)

64.21%

—

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

58.01%

—

Backtest

Backtest final value (from $10,000)

$605k

—

Backtest regulatory fees

$858

—

Backtest slippage cost

$6,445

—

Returns

Backtest length

598

—

Out-of-sample length

181

—

Return, backtest period (annualized) (backtest)

461.70%

—

Return, backtest period (cumulative) (backtest)

5947%

—

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

115.69%

3.62%

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

74.22%

2.81%

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

-0.05%

—

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

-2.11%

0.34%

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

-0.43%

—

Return, trailing 1 year (backtest)

263.33%

—

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

0.00%

86.44%

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

-4.44%

—

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

17.94%

0.95%

SPY annualized return over the backtest window (backtest)

18.88%

—

Risk metrics

Calmar ratio, backtest period (backtest)

29.94

—

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

7.50

331.36

Maximum drawdown, backtest period (backtest)

-15.42%

—

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

-15.42%

-0.01%

Sharpe ratio, backtest period (backtest)

4.27

—

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

2.14

18.06

Sortino ratio, backtest period (backtest)

8.58

—

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

3.44

—

Standard deviation, backtest period (backtest)

42.71%

—

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

39.86%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.19

—

Construction

Logic complexity (node count)

929

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

196

—

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