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Multi-MA Safety Checks for 3x Tech with Hedges 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)

daily rebalanced, leveraged tech, risk management, tactical rotation, trend and momentum, volatility hedging

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)

0.10

—

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

1.61

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

70.92

—

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

75.08

—

Daily win rate, backtest period (backtest)

57.38%

—

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

51.74%

—

Backtest

Backtest final value (from $10,000)

$3823.0B

—

Backtest regulatory fees

$5.2B

—

Backtest slippage cost

$11.9B

—

Returns

Backtest length

3,606

—

Out-of-sample length

230

—

Return, backtest period (annualized) (backtest)

297.74%

—

Return, backtest period (cumulative) (backtest)

38230175k%

—

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

48.85%

3.62%

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

42.64%

2.81%

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

-5.94%

—

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

4.22%

0.34%

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

-10.25%

—

Return, trailing 1 year (backtest)

25.49%

—

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

-25.87%

86.44%

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

-12.14%

—

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

5.78%

0.95%

SPY annualized return over the backtest window (backtest)

14.98%

—

Risk metrics

Calmar ratio, backtest period (backtest)

8.36

—

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

2.49

331.36

Maximum drawdown, backtest period (backtest)

-35.60%

—

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

-19.62%

-0.01%

Sharpe ratio, backtest period (backtest)

2.68

—

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

1.06

18.06

Sortino ratio, backtest period (backtest)

6.02

—

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

1.25

—

Standard deviation, backtest period (backtest)

57.11%

—

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

48.34%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.71

—

Construction

Logic complexity (node count)

6,272

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

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