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NVDA 2x Trend with Inverse Fade and T-Bills 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)

2x long, cash/t-bills filter, daily rebalance, inverse short, momentum+mean reversion, nvda-focused, single-stock etfs

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)

0.35

—

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

2.96

—

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

0.66

—

Trading activity

Annualized turnover, backtest period (backtest)

68.31

—

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

68.64

—

Daily win rate, backtest period (backtest)

52.27%

—

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

49.90%

—

Backtest

Backtest final value (from $10,000)

$320k

—

Backtest regulatory fees

$879

—

Backtest slippage cost

$7,677

—

Returns

Backtest length

771

—

Out-of-sample length

503

—

Return, backtest period (annualized) (backtest)

209.91%

—

Return, backtest period (cumulative) (backtest)

3098%

—

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

85.98%

3.62%

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

245.87%

2.81%

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

-1.02%

—

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

-4.37%

0.34%

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

-4.12%

—

Return, trailing 1 year (backtest)

-6.67%

—

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

-6.67%

86.44%

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

0.12%

—

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

-11.93%

0.95%

SPY annualized return over the backtest window (backtest)

21.47%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.49

—

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

1.84

331.36

Maximum drawdown, backtest period (backtest)

-46.75%

—

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

-46.75%

-0.01%

Sharpe ratio, backtest period (backtest)

1.85

—

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

1.20

18.06

Sortino ratio, backtest period (backtest)

3.07

—

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

1.90

—

Standard deviation, backtest period (backtest)

76.85%

—

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

73.74%

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)

102

—

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