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Leveraged Tech Trend and Dip Rotation 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)

leveraged etfs, mean-reversion, risk-on/risk-off, semiconductors, tactical allocation, tech-heavy, trend-following, 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)

-0.01

—

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

3.37

—

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

0.74

—

Trading activity

Annualized turnover, backtest period (backtest)

23.23

—

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

22.38

—

Daily win rate, backtest period (backtest)

56.77%

—

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

54.93%

—

Backtest

Backtest final value (from $10,000)

$12.5B

—

Backtest regulatory fees

$8.7M

—

Backtest slippage cost

$84.0M

—

Returns

Backtest length

3,775

—

Out-of-sample length

304

—

Return, backtest period (annualized) (backtest)

155.24%

—

Return, backtest period (cumulative) (backtest)

125255k%

—

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

57.35%

3.62%

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

73.09%

2.81%

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

1.31%

—

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

13.82%

0.34%

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

0.33%

—

Return, trailing 1 year (backtest)

36.86%

—

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

36.85%

86.44%

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

2.11%

—

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

13.05%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.31

—

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

1.58

331.36

Maximum drawdown, backtest period (backtest)

-46.96%

—

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

-36.22%

-0.01%

Sharpe ratio, backtest period (backtest)

1.81

—

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

1.08

18.06

Sortino ratio, backtest period (backtest)

2.99

—

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

1.62

—

Standard deviation, backtest period (backtest)

62.47%

—

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

56.83%

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

5.00%

9.00%

Rebalance frequency

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