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Simplified RSI Tech Trend Swing, No Rebalance 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, mean reversion, rsi-based, tactical rotation, tech tilt, trend filter, 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)

0.17

—

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

2.60

—

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

0.72

—

Trading activity

Annualized turnover, backtest period (backtest)

57.93

—

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

47.01

—

Daily win rate, backtest period (backtest)

56.85%

—

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

56.48%

—

Backtest

Backtest final value (from $10,000)

$27.8B

—

Backtest regulatory fees

$50.2M

—

Backtest slippage cost

$484.5M

—

Returns

Backtest length

3,210

—

Out-of-sample length

779

—

Return, backtest period (annualized) (backtest)

220.43%

—

Return, backtest period (cumulative) (backtest)

278044k%

—

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

71.84%

3.62%

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

434.29%

2.81%

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

-0.04%

—

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

-6.75%

0.34%

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

-1.02%

—

Return, trailing 1 year (backtest)

55.41%

—

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

55.39%

86.44%

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

-3.98%

—

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

-11.30%

0.95%

SPY annualized return over the backtest window (backtest)

13.93%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.39

—

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

1.76

331.36

Maximum drawdown, backtest period (backtest)

-40.92%

—

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

-40.92%

-0.01%

Sharpe ratio, backtest period (backtest)

2.30

—

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

1.26

18.06

Sortino ratio, backtest period (backtest)

4.15

—

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

1.94

—

Standard deviation, backtest period (backtest)

57.59%

—

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

54.68%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.96

—

Construction

Logic complexity (node count)

109

—

Rebalance corridor width

1.00%

9.00%

Rebalance frequency

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