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Pop and Hedges SPY/QQQ Dip Buy with Commodity Sleeve 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)

commodities, leveraged etfs, managed futures, mean-reversion, tactical multi-asset, trend/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)

0.13

—

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

1.12

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

36.70

—

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

35.32

—

Daily win rate, backtest period (backtest)

58.04%

—

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

55.07%

—

Backtest

Backtest final value (from $10,000)

$348k

—

Backtest regulatory fees

$884

—

Backtest slippage cost

$6,245

—

Returns

Backtest length

1,866

—

Out-of-sample length

977

—

Return, backtest period (annualized) (backtest)

61.46%

—

Return, backtest period (cumulative) (backtest)

3380%

—

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

36.02%

3.62%

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

229.98%

2.81%

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

0.63%

—

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

1.04%

0.34%

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

0.99%

—

Return, trailing 1 year (backtest)

54.45%

—

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

54.45%

86.44%

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

1.01%

—

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

17.08%

0.95%

SPY annualized return over the backtest window (backtest)

16.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.30

—

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

1.35

331.36

Maximum drawdown, backtest period (backtest)

-26.72%

—

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

-26.72%

-0.01%

Sharpe ratio, backtest period (backtest)

1.72

—

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

1.18

18.06

Sortino ratio, backtest period (backtest)

3.65

—

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

2.45

—

Standard deviation, backtest period (backtest)

30.44%

—

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

29.43%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.29

—

Construction

Logic complexity (node count)

402

—

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