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Leveraged Tech Swing with Managed Futures Defense 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)

commodities, leveraged etfs, managed futures, mean reversion, momentum, tactical allocation, 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)

0.33

—

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

0.94

—

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

0.33

—

Trading activity

Annualized turnover, backtest period (backtest)

79.52

—

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

80.17

—

Daily win rate, backtest period (backtest)

56.66%

—

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

51.99%

—

Backtest

Backtest final value (from $10,000)

$169k

—

Backtest regulatory fees

$505

—

Backtest slippage cost

$3,911

—

Returns

Backtest length

683

—

Out-of-sample length

352

—

Return, backtest period (annualized) (backtest)

183.20%

—

Return, backtest period (cumulative) (backtest)

1587%

—

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

60.60%

3.62%

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

94.18%

2.81%

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

-0.77%

—

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

-0.59%

0.34%

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

-0.63%

—

Return, trailing 1 year (backtest)

43.83%

—

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

43.83%

86.44%

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

0.36%

—

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

1.19%

0.95%

SPY annualized return over the backtest window (backtest)

20.71%

—

Risk metrics

Calmar ratio, backtest period (backtest)

10.13

—

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

3.85

331.36

Maximum drawdown, backtest period (backtest)

-18.09%

—

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

-15.74%

-0.01%

Sharpe ratio, backtest period (backtest)

2.78

—

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

1.55

18.06

Sortino ratio, backtest period (backtest)

5.06

—

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

2.47

—

Standard deviation, backtest period (backtest)

40.54%

—

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

34.55%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.33

—

Construction

Logic complexity (node count)

5,749

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

226

—

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