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Meat Shield Costco/UnitedHealth Core with TQQQ Rotation vs Domestic Leveraged Sector Trend Rotation

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)

defensive equities, leveraged etfs, mean reversion, risk management, tactical allocation, trend following, volatility hedge

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.07

—

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

1.31

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

24.99

—

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

26.95

—

Daily win rate, backtest period (backtest)

56.00%

—

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

54.48%

—

Backtest

Backtest final value (from $10,000)

$99.1M

—

Backtest regulatory fees

$145k

—

Backtest slippage cost

$1.4M

—

Returns

Backtest length

3,775

—

Out-of-sample length

859

—

Return, backtest period (annualized) (backtest)

84.79%

—

Return, backtest period (cumulative) (backtest)

991k%

—

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

34.09%

67.14%

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

172.12%

4.80%

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

0.89%

—

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

4.56%

4.80%

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

1.11%

—

Return, trailing 1 year (backtest)

37.04%

—

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

37.02%

0.00%

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

0.63%

—

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

17.39%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.44

—

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

1.40

53.07

Maximum drawdown, backtest period (backtest)

-24.63%

—

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

-24.32%

-1.27%

Sharpe ratio, backtest period (backtest)

2.08

—

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

1.05

4.69

Sortino ratio, backtest period (backtest)

3.93

—

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

1.72

—

Standard deviation, backtest period (backtest)

31.84%

—

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

33.22%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.43

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

20.00%

1.00%

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