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Simplified RSI Tech Trend Rotation, No VIX Funds (Daily) 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)

dollar/gold/treasuries, hedging, leveraged etfs, mean reversion, rsi sorting, tactical allocation, tech-heavy, trend following, 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)

0.15

—

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

2.64

—

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

0.73

—

Trading activity

Annualized turnover, backtest period (backtest)

65.57

—

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

52.03

—

Daily win rate, backtest period (backtest)

56.25%

—

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

55.54%

—

Backtest

Backtest final value (from $10,000)

$231.5B

—

Backtest regulatory fees

$444.0M

—

Backtest slippage cost

$3.3B

—

Returns

Backtest length

3,762

—

Out-of-sample length

821

—

Return, backtest period (annualized) (backtest)

211.30%

—

Return, backtest period (cumulative) (backtest)

2314797k%

—

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

68.12%

3.62%

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

444.42%

2.81%

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

0.15%

—

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

-8.91%

0.34%

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

-0.84%

—

Return, trailing 1 year (backtest)

65.63%

—

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

64.87%

86.44%

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

-6.07%

—

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

-12.98%

0.95%

SPY annualized return over the backtest window (backtest)

15.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.73

—

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

1.52

331.36

Maximum drawdown, backtest period (backtest)

-44.70%

—

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

-44.70%

-0.01%

Sharpe ratio, backtest period (backtest)

2.24

—

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

1.22

18.06

Sortino ratio, backtest period (backtest)

4.15

—

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

1.88

—

Standard deviation, backtest period (backtest)

57.85%

—

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

54.48%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.98

—

Construction

Logic complexity (node count)

158

—

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