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Reversion Lever One-Position High-Beta Leader or Hedge vs 50/50 Hedged Rotation and TQQQ Dip-Buy

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Inverse / short exposure

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Hedge / defensive overlay: Volatility products (VIX)

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Leverage use

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Number of holdings

—

Trading signal

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Trading signal: Momentum

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Trading signal: Trend (moving averages)

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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)

crypto, leveraged etfs, mean reversion, momentum, risk-on/risk-off, sector rotation, trend filter, 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)

1.20

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

3.64

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

0.42

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Trading activity

Annualized turnover, backtest period (backtest)

60.40

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

54.70

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Daily win rate, backtest period (backtest)

57.99%

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

58.14%

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Backtest

Backtest final value (from $10,000)

$1.1M

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Backtest regulatory fees

$707

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Backtest slippage cost

$5,667

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Returns

Backtest length

388

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Out-of-sample length

129

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Return, backtest period (annualized) (backtest)

2025%

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Return, backtest period (cumulative) (backtest)

11k%

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

549.99%

3.62%

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

162.64%

2.81%

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

1.52%

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

19.29%

0.34%

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

-1.61%

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Return, trailing 1 year (backtest)

567.52%

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

0.00%

86.44%

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

0.86%

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

15.52%

0.95%

SPY annualized return over the backtest window (backtest)

22.93%

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Risk metrics

Calmar ratio, backtest period (backtest)

41.14

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

14.75

331.36

Maximum drawdown, backtest period (backtest)

-49.21%

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

-37.28%

-0.01%

Sharpe ratio, backtest period (backtest)

3.17

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

2.29

18.06

Sortino ratio, backtest period (backtest)

5.54

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

3.79

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Standard deviation, backtest period (backtest)

119.34%

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

107.25%

0.20%

Quality

Community review status

ACTIVE

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Holdings

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

1.00

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Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

260

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Watchers

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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