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Nasdaq-X Top-3 Mega-Cap Momentum with VIXM Hedge 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 rebalance, leveraged etfs, mega-cap tech, momentum, risk-on/risk-off, tactical allocation, volatility hedge

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)

0.30

—

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

1.36

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

37.46

—

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

36.18

—

Daily win rate, backtest period (backtest)

55.04%

—

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

54.41%

—

Backtest

Backtest final value (from $10,000)

$11.3M

—

Backtest regulatory fees

$20k

—

Backtest slippage cost

$175k

—

Returns

Backtest length

3,572

—

Out-of-sample length

974

—

Return, backtest period (annualized) (backtest)

64.14%

—

Return, backtest period (cumulative) (backtest)

112k%

—

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

66.06%

3.62%

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

611.57%

2.81%

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

-0.26%

—

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

0.77%

0.34%

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

-0.94%

—

Return, trailing 1 year (backtest)

53.20%

—

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

53.20%

86.44%

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

-3.62%

—

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

-4.08%

0.95%

SPY annualized return over the backtest window (backtest)

15.19%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.51

—

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

3.20

331.36

Maximum drawdown, backtest period (backtest)

-25.54%

—

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

-20.67%

-0.01%

Sharpe ratio, backtest period (backtest)

1.64

—

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

1.61

18.06

Sortino ratio, backtest period (backtest)

2.89

—

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

2.99

—

Standard deviation, backtest period (backtest)

33.48%

—

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

35.17%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.34

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

384

—

Watchers

185

—

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