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Multi-Model Leveraged Tech Rotation with Commodity Leaders 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, momentum & mean reversion, risk-on/risk-off, tactical rotation, trend-following, 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)

1.35

—

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

0.46

—

Trading activity

Annualized turnover, backtest period (backtest)

98.88

—

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

90.72

—

Daily win rate, backtest period (backtest)

57.67%

—

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

52.40%

—

Backtest

Backtest final value (from $10,000)

$19.9M

—

Backtest regulatory fees

$97k

—

Backtest slippage cost

$856k

—

Returns

Backtest length

1,708

—

Out-of-sample length

624

—

Return, backtest period (annualized) (backtest)

206.44%

—

Return, backtest period (cumulative) (backtest)

199k%

—

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

30.09%

3.62%

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

92.02%

2.81%

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

0.03%

—

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

10.11%

0.34%

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

6.21%

—

Return, trailing 1 year (backtest)

80.25%

—

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

80.20%

86.44%

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

3.19%

—

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

24.41%

0.95%

SPY annualized return over the backtest window (backtest)

15.58%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.53

—

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

0.81

331.36

Maximum drawdown, backtest period (backtest)

-37.32%

—

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

-37.33%

-0.01%

Sharpe ratio, backtest period (backtest)

2.73

—

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

0.78

18.06

Sortino ratio, backtest period (backtest)

5.43

—

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

1.39

—

Standard deviation, backtest period (backtest)

44.64%

—

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

47.00%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Construction

Logic complexity (node count)

7,070

—

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