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Sector Rotation Compares Beaten-Down Sector Bounce 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 etfs, momentum and mean reversion, risk management, sector rotation, tactical asset allocation, volatility filter

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)

0.47

—

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

1.68

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

80.26

—

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

91.85

—

Daily win rate, backtest period (backtest)

58.86%

—

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

59.94%

—

Backtest

Backtest final value (from $10,000)

$14.8M

—

Backtest regulatory fees

$41k

—

Backtest slippage cost

$350k

—

Returns

Backtest length

1,964

—

Out-of-sample length

337

—

Return, backtest period (annualized) (backtest)

154.99%

—

Return, backtest period (cumulative) (backtest)

148k%

—

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

115.67%

3.62%

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

180.35%

2.81%

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

1.15%

—

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

3.28%

0.34%

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

2.85%

—

Return, trailing 1 year (backtest)

115.14%

—

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

115.08%

86.44%

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

0.98%

—

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

25.97%

0.95%

SPY annualized return over the backtest window (backtest)

16.86%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.57

—

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

6.31

331.36

Maximum drawdown, backtest period (backtest)

-27.84%

—

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

-18.32%

-0.01%

Sharpe ratio, backtest period (backtest)

2.33

—

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

2.35

18.06

Sortino ratio, backtest period (backtest)

4.13

—

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

4.20

—

Standard deviation, backtest period (backtest)

44.43%

—

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

35.52%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.55

—

Construction

Logic complexity (node count)

616

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

147

—

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