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T-Bill Default with Oversold 3x Tech/Commodity Trades 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)

cash/t-bills, commodities, leveraged etfs, mean-reversion, momentum, tactical allocation, volatility filter

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)

0.16

—

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

1.29

—

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

0.33

—

Trading activity

Annualized turnover, backtest period (backtest)

79.57

—

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

63.01

—

Daily win rate, backtest period (backtest)

54.79%

—

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

51.51%

—

Backtest

Backtest final value (from $10,000)

$35.2M

—

Backtest regulatory fees

$96k

—

Backtest slippage cost

$891k

—

Returns

Backtest length

1,971

—

Out-of-sample length

332

—

Return, backtest period (annualized) (backtest)

183.95%

—

Return, backtest period (cumulative) (backtest)

352k%

—

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

34.13%

3.62%

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

46.38%

2.81%

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

-5.50%

—

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

5.86%

0.34%

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

0.83%

—

Return, trailing 1 year (backtest)

28.94%

—

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

50.30%

86.44%

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

4.24%

—

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

63.94%

0.95%

SPY annualized return over the backtest window (backtest)

16.28%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.37

—

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

0.81

331.36

Maximum drawdown, backtest period (backtest)

-42.12%

—

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

-42.13%

-0.01%

Sharpe ratio, backtest period (backtest)

2.32

—

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

0.86

18.06

Sortino ratio, backtest period (backtest)

4.16

—

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

1.28

—

Standard deviation, backtest period (backtest)

50.23%

—

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

47.15%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.58

—

Construction

Logic complexity (node count)

592

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

144

—

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