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SPY vs SPLV Risk-On/Off Sector ETF Rotation vs 50/50 Hedged Rotation and TQQQ Dip-Buy

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Gold / precious metals

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Hedge / defensive overlay: Inverse / short exposure

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Leverage use

—

Rebalance schedule

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Trading signal: RSI overbought / oversold

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Trading signal: Trend (moving averages)

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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)

daily rebalancing, defensive hedging, long/short, mean reversion, momentum, risk-on/risk-off, tactical etfs

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)

0.27

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

1.08

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

0.61

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Trading activity

Annualized turnover, backtest period (backtest)

23.57

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

22.29

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Daily win rate, backtest period (backtest)

55.61%

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

56.03%

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Backtest

Backtest final value (from $10,000)

$766k

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Backtest regulatory fees

$1,334

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Backtest slippage cost

$8,965

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Returns

Backtest length

3,805

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Out-of-sample length

539

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Return, backtest period (annualized) (backtest)

33.28%

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Return, backtest period (cumulative) (backtest)

7565%

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

54.41%

3.62%

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

153.70%

2.81%

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

0.29%

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

-0.66%

0.34%

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

0.23%

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Return, trailing 1 year (backtest)

29.01%

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

29.01%

86.44%

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

-0.19%

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

-4.48%

0.95%

SPY annualized return over the backtest window (backtest)

15.67%

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Risk metrics

Calmar ratio, backtest period (backtest)

2.28

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

8.48

331.36

Maximum drawdown, backtest period (backtest)

-14.58%

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

-6.41%

-0.01%

Sharpe ratio, backtest period (backtest)

1.60

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

1.64

18.06

Sortino ratio, backtest period (backtest)

3.38

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

5.30

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Standard deviation, backtest period (backtest)

19.04%

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

28.80%

0.20%

Quality

Community review status

ACTIVE

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Holdings

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

0.21

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Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

149

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Watchers

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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