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Multi-Strategy Leveraged Tech with Volatility 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)

leveraged etfs, risk‑managed rotation, tactical multi‑strategy, trend + mean‑reversion, 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)

1.30

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

94.34

—

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

87.67

—

Daily win rate, backtest period (backtest)

58.49%

—

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

52.40%

—

Backtest

Backtest final value (from $10,000)

$23.5M

—

Backtest regulatory fees

$106k

—

Backtest slippage cost

$935k

—

Returns

Backtest length

1,708

—

Out-of-sample length

624

—

Return, backtest period (annualized) (backtest)

214.13%

—

Return, backtest period (cumulative) (backtest)

235k%

—

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

32.27%

3.62%

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

100.10%

2.81%

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

0.03%

—

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

8.16%

0.34%

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

5.35%

—

Return, trailing 1 year (backtest)

76.10%

—

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

76.05%

86.44%

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

2.53%

—

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

24.14%

0.95%

SPY annualized return over the backtest window (backtest)

15.58%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.18

—

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

0.93

331.36

Maximum drawdown, backtest period (backtest)

-34.64%

—

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

-34.65%

-0.01%

Sharpe ratio, backtest period (backtest)

3.03

—

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

0.87

18.06

Sortino ratio, backtest period (backtest)

6.36

—

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

1.58

—

Standard deviation, backtest period (backtest)

40.48%

—

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

41.96%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.18

—

Construction

Logic complexity (node count)

8,574

—

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