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Steph Combo 3x Tech with Treasury and Commodity 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)

leveraged etfs, macro (rates/commodities), regime switching, tactical, trend + mean reversion, 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)

-0.01

—

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

2.47

—

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

0.88

—

Trading activity

Annualized turnover, backtest period (backtest)

32.51

—

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

31.74

—

Daily win rate, backtest period (backtest)

55.16%

—

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

55.83%

—

Backtest

Backtest final value (from $10,000)

$85k

—

Backtest regulatory fees

$147

—

Backtest slippage cost

$1,105

—

Returns

Backtest length

1,046

—

Out-of-sample length

677

—

Return, backtest period (annualized) (backtest)

67.54%

—

Return, backtest period (cumulative) (backtest)

753.48%

—

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

46.35%

3.62%

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

178.59%

2.81%

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

0.50%

—

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

10.89%

0.34%

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

2.17%

—

Return, trailing 1 year (backtest)

37.82%

—

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

37.83%

86.44%

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

3.64%

—

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

17.46%

0.95%

SPY annualized return over the backtest window (backtest)

18.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.53

—

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

1.05

331.36

Maximum drawdown, backtest period (backtest)

-44.13%

—

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

-44.13%

-0.01%

Sharpe ratio, backtest period (backtest)

1.44

—

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

1.08

18.06

Sortino ratio, backtest period (backtest)

2.33

—

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

1.72

—

Standard deviation, backtest period (backtest)

41.70%

—

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

43.90%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.35

—

Construction

Logic complexity (node count)

1,349

—

Rebalance corridor width

6.00%

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