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Compare investment strategies

Merged TEC/SOX/HIB with Treasury Bull/Bear 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, macro regime, tactical rotation, tech/semis, treasuries (rates), volatility (vix)

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)

0.46

—

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

1.03

—

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

0.17

—

Trading activity

Annualized turnover, backtest period (backtest)

132.80

—

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

124.30

—

Daily win rate, backtest period (backtest)

56.00%

—

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

51.02%

—

Backtest

Backtest final value (from $10,000)

$137.4B

—

Backtest regulatory fees

$1.2B

—

Backtest slippage cost

$8.9B

—

Returns

Backtest length

1,725

—

Out-of-sample length

927

—

Return, backtest period (annualized) (backtest)

1002%

—

Return, backtest period (cumulative) (backtest)

1373765k%

—

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

32.74%

3.62%

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

183.75%

2.81%

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

-1.68%

—

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

7.23%

0.34%

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

4.24%

—

Return, trailing 1 year (backtest)

-40.29%

—

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

-40.53%

86.44%

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

1.56%

—

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

89.58%

0.95%

SPY annualized return over the backtest window (backtest)

15.85%

—

Risk metrics

Calmar ratio, backtest period (backtest)

11.47

—

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

0.37

331.36

Maximum drawdown, backtest period (backtest)

-87.31%

—

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

-87.42%

-0.01%

Sharpe ratio, backtest period (backtest)

2.92

—

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

0.74

18.06

Sortino ratio, backtest period (backtest)

5.87

—

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

1.25

—

Standard deviation, backtest period (backtest)

97.66%

—

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

90.54%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.91

—

Construction

Logic complexity (node count)

1,515

—

Rebalance corridor width

10.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

262

—

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