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Simplified Tech Trend Switch with Inverse and Bond Defense 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)

hedged, leveraged etfs, momentum, multi-asset, risk-on/risk-off, tactical asset allocation, trend + mean reversion

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)

0.12

—

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

2.65

—

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

0.73

—

Trading activity

Annualized turnover, backtest period (backtest)

59.52

—

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

47.27

—

Daily win rate, backtest period (backtest)

55.71%

—

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

56.09%

—

Backtest

Backtest final value (from $10,000)

$5.9B

—

Backtest regulatory fees

$11.2M

—

Backtest slippage cost

$108.3M

—

Returns

Backtest length

3,870

—

Out-of-sample length

797

—

Return, backtest period (annualized) (backtest)

137.55%

—

Return, backtest period (cumulative) (backtest)

59167k%

—

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

63.40%

3.62%

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

373.47%

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)

54.65%

—

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

54.63%

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)

14.10%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.07

—

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

1.48

331.36

Maximum drawdown, backtest period (backtest)

-44.86%

—

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

-42.95%

-0.01%

Sharpe ratio, backtest period (backtest)

1.93

—

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

1.17

18.06

Sortino ratio, backtest period (backtest)

3.17

—

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

1.80

—

Standard deviation, backtest period (backtest)

51.78%

—

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

54.41%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.97

—

Construction

Logic complexity (node count)

119

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

184

—

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