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Simplified Tech Trend with RSI and VIX Hedge 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)

equities/bonds/dollar/gold, leveraged etfs, risk-on/off, tactical rotation, trend + mean reversion, volatility hedging (vix)

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)

0.29

—

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

0.91

—

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

0.37

—

Trading activity

Annualized turnover, backtest period (backtest)

67.24

—

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

61.26

—

Daily win rate, backtest period (backtest)

54.67%

—

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

51.59%

—

Backtest

Backtest final value (from $10,000)

$49.1B

—

Backtest regulatory fees

$126.9M

—

Backtest slippage cost

$1.2B

—

Returns

Backtest length

3,649

—

Out-of-sample length

880

—

Return, backtest period (annualized) (backtest)

189.70%

—

Return, backtest period (cumulative) (backtest)

490898k%

—

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

51.65%

3.62%

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

328.79%

2.81%

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

0.17%

—

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

-2.31%

0.34%

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

1.57%

—

Return, trailing 1 year (backtest)

37.21%

—

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

37.17%

86.44%

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

0.38%

—

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

-6.47%

0.95%

SPY annualized return over the backtest window (backtest)

14.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.17

—

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

1.67

331.36

Maximum drawdown, backtest period (backtest)

-36.72%

—

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

-31.00%

-0.01%

Sharpe ratio, backtest period (backtest)

2.44

—

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

1.32

18.06

Sortino ratio, backtest period (backtest)

5.10

—

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

2.37

—

Standard deviation, backtest period (backtest)

48.06%

—

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

36.47%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.62

—

Construction

Logic complexity (node count)

294

—

Rebalance corridor width

2.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

106

—

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