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Meat Shield Defensives with TQQQ Tactical Sleeve 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)

bonds, defensive stocks, leveraged etfs, momentum & mean reversion, tactical allocation, 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)

0.04

—

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

0.94

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

24.39

—

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

26.55

—

Daily win rate, backtest period (backtest)

55.21%

—

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

52.04%

—

Backtest

Backtest final value (from $10,000)

$61.8M

—

Backtest regulatory fees

$107k

—

Backtest slippage cost

$1.0M

—

Returns

Backtest length

3,775

—

Out-of-sample length

859

—

Return, backtest period (annualized) (backtest)

79.05%

—

Return, backtest period (cumulative) (backtest)

618k%

—

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

20.24%

3.62%

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

87.58%

2.81%

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

0.64%

—

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

3.70%

0.34%

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

1.00%

—

Return, trailing 1 year (backtest)

15.59%

—

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

15.58%

86.44%

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

0.13%

—

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

9.62%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.50

—

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

0.64

331.36

Maximum drawdown, backtest period (backtest)

-31.62%

—

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

-31.62%

-0.01%

Sharpe ratio, backtest period (backtest)

2.00

—

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

0.72

18.06

Sortino ratio, backtest period (backtest)

3.73

—

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

1.15

—

Standard deviation, backtest period (backtest)

31.57%

—

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

33.31%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.37

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

20.00%

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