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Megafolio Leveraged Tech Rotation with Crypto Tilt 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)

crypto tilt, leveraged etfs, momentum, risk-on/risk-off, tactical rotation, 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)

0.17

—

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

1.08

—

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

0.40

—

Trading activity

Annualized turnover, backtest period (backtest)

25.15

—

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

23.58

—

Daily win rate, backtest period (backtest)

54.41%

—

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

53.89%

—

Backtest

Backtest final value (from $10,000)

$61k

—

Backtest regulatory fees

$85

—

Backtest slippage cost

$624

—

Returns

Backtest length

1,077

—

Out-of-sample length

874

—

Return, backtest period (annualized) (backtest)

52.76%

—

Return, backtest period (cumulative) (backtest)

512.56%

—

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

37.95%

3.62%

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

205.61%

2.81%

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

0.66%

—

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

-0.55%

0.34%

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

6.13%

—

Return, trailing 1 year (backtest)

22.85%

—

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

22.85%

86.44%

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

4.16%

—

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

35.66%

0.95%

SPY annualized return over the backtest window (backtest)

19.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.65

—

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

1.19

331.36

Maximum drawdown, backtest period (backtest)

-31.99%

—

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

-31.99%

-0.01%

Sharpe ratio, backtest period (backtest)

1.29

—

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

1.00

18.06

Sortino ratio, backtest period (backtest)

2.45

—

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

1.88

—

Standard deviation, backtest period (backtest)

38.09%

—

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

39.48%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.17

—

Construction

Logic complexity (node count)

4,430

—

Rebalance corridor width

21.00%

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