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Levered S&P Top 10 Mega-Caps Actively Traded 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 tactical rotation, mega‑cap tech focus, momentum, risk‑on/risk‑off, single‑stock leveraged/inverse etfs, trend + mean reversion

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)

0.10

—

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

0.90

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

22.35

—

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

21.96

—

Daily win rate, backtest period (backtest)

53.41%

—

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

53.95%

—

Backtest

Backtest final value (from $10,000)

$29k

—

Backtest regulatory fees

$74

—

Backtest slippage cost

$413

—

Returns

Backtest length

1,026

—

Out-of-sample length

988

—

Return, backtest period (annualized) (backtest)

30.31%

—

Return, backtest period (cumulative) (backtest)

194.17%

—

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

30.75%

3.62%

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

186.42%

2.81%

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

0.29%

—

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

2.81%

0.34%

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

-0.19%

—

Return, trailing 1 year (backtest)

3.17%

—

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

3.19%

86.44%

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

-1.19%

—

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

5.53%

0.95%

SPY annualized return over the backtest window (backtest)

19.54%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.76

—

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

1.79

331.36

Maximum drawdown, backtest period (backtest)

-17.23%

—

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

-17.21%

-0.01%

Sharpe ratio, backtest period (backtest)

1.51

—

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

1.55

18.06

Sortino ratio, backtest period (backtest)

2.60

—

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

2.68

—

Standard deviation, backtest period (backtest)

18.67%

—

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

18.41%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.09

—

Construction

Logic complexity (node count)

134

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

173

—

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