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Risky Business 3x Tech Trend with Inverse Hedges 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)

leveraged/inverse etfs, mean reversion, risk-on/off rotation, sector rotation, tactical momentum, trend-following, 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)

0.44

—

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

-0.11

—

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

-0.03

—

Trading activity

Annualized turnover, backtest period (backtest)

138.07

—

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

133.67

—

Daily win rate, backtest period (backtest)

54.96%

—

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

50.77%

—

Backtest

Backtest final value (from $10,000)

$5.3B

—

Backtest regulatory fees

$37.9M

—

Backtest slippage cost

$365.1M

—

Returns

Backtest length

2,751

—

Out-of-sample length

717

—

Return, backtest period (annualized) (backtest)

234.05%

—

Return, backtest period (cumulative) (backtest)

52518k%

—

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

25.08%

3.62%

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

89.19%

2.81%

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

-0.81%

—

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

-1.40%

0.34%

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

5.71%

—

Return, trailing 1 year (backtest)

-8.69%

—

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

-8.77%

86.44%

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

5.43%

—

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

41.67%

0.95%

SPY annualized return over the backtest window (backtest)

14.67%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.87

—

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

0.41

331.36

Maximum drawdown, backtest period (backtest)

-60.50%

—

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

-60.51%

-0.01%

Sharpe ratio, backtest period (backtest)

2.13

—

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

0.67

18.06

Sortino ratio, backtest period (backtest)

3.44

—

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

0.98

—

Standard deviation, backtest period (backtest)

67.38%

—

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

61.20%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.65

—

Construction

Logic complexity (node count)

3,059

—

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