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Metals Contrarian Switch with Leveraged Index Dips 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)

contrarian rotation, daily rebalance, high risk, leveraged etfs, mean reversion, metals/commodities, tactical, volatility timing

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)

0.45

—

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

2.54

—

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

0.65

—

Trading activity

Annualized turnover, backtest period (backtest)

94.59

—

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

97.78

—

Daily win rate, backtest period (backtest)

53.25%

—

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

59.38%

—

Backtest

Backtest final value (from $10,000)

$787.1B

—

Backtest regulatory fees

$2.2B

—

Backtest slippage cost

$8.7B

—

Returns

Backtest length

3,735

—

Out-of-sample length

384

—

Return, backtest period (annualized) (backtest)

240.88%

—

Return, backtest period (cumulative) (backtest)

7870647k%

—

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

136.62%

3.62%

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

272.80%

2.81%

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

1.37%

—

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

-8.70%

0.34%

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

-2.26%

—

Return, trailing 1 year (backtest)

129.69%

—

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

125.65%

86.44%

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

-6.30%

—

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

45.81%

0.95%

SPY annualized return over the backtest window (backtest)

15.14%

—

Risk metrics

Calmar ratio, backtest period (backtest)

7.32

—

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

4.17

331.36

Maximum drawdown, backtest period (backtest)

-32.90%

—

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

-32.77%

-0.01%

Sharpe ratio, backtest period (backtest)

1.83

—

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

1.59

18.06

Sortino ratio, backtest period (backtest)

5.75

—

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

3.21

—

Standard deviation, backtest period (backtest)

81.75%

—

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

66.83%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

167

—

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