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Ren Tec Tech Trend with Bond, Oil and China Sleeves 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)

bonds, daily rebalanced, emerging markets, hedging, leveraged etfs, mean reversion, oil, tactical allocation, tech-heavy, trend/momentum, volatility

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)

1.52

—

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

0.72

—

Trading activity

Annualized turnover, backtest period (backtest)

53.14

—

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

51.58

—

Daily win rate, backtest period (backtest)

60.53%

—

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

57.66%

—

Backtest

Backtest final value (from $10,000)

$828k

—

Backtest regulatory fees

$2,419

—

Backtest slippage cost

$19k

—

Returns

Backtest length

1,168

—

Out-of-sample length

411

—

Return, backtest period (annualized) (backtest)

159.11%

—

Return, backtest period (cumulative) (backtest)

8182%

—

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

36.13%

3.62%

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

65.57%

2.81%

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

-0.34%

—

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

1.04%

0.34%

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

0.31%

—

Return, trailing 1 year (backtest)

36.99%

—

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

36.98%

86.44%

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

-0.83%

—

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

9.64%

0.95%

SPY annualized return over the backtest window (backtest)

14.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.35

—

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

1.32

331.36

Maximum drawdown, backtest period (backtest)

-29.72%

—

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

-27.34%

-0.01%

Sharpe ratio, backtest period (backtest)

2.96

—

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

1.01

18.06

Sortino ratio, backtest period (backtest)

6.34

—

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

2.00

—

Standard deviation, backtest period (backtest)

34.13%

—

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

36.67%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.19

—

Construction

Logic complexity (node count)

1,296

—

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