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Tactical 3x Dip Buyer with Inverse and Defensive Mix 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)

hedging/shorting, leveraged etfs, market timing, momentum and mean reversion, risk-on/risk-off, sector rotation, tactical asset allocation, volatility-based selection

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)

0.37

—

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

2.69

—

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

0.68

—

Trading activity

Annualized turnover, backtest period (backtest)

87.38

—

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

86.81

—

Daily win rate, backtest period (backtest)

55.26%

—

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

56.42%

—

Backtest

Backtest final value (from $10,000)

$3.1B

—

Backtest regulatory fees

$7.1M

—

Backtest slippage cost

$68.1M

—

Returns

Backtest length

3,822

—

Out-of-sample length

810

—

Return, backtest period (annualized) (backtest)

130.03%

—

Return, backtest period (cumulative) (backtest)

30796k%

—

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

105.72%

3.62%

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

919.04%

2.81%

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

0.44%

—

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

0.91%

0.34%

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

1.19%

—

Return, trailing 1 year (backtest)

145.15%

—

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

145.06%

86.44%

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

1.53%

—

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

37.99%

0.95%

SPY annualized return over the backtest window (backtest)

14.50%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.95

—

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

2.40

331.36

Maximum drawdown, backtest period (backtest)

-44.01%

—

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

-44.01%

-0.01%

Sharpe ratio, backtest period (backtest)

1.81

—

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

1.49

18.06

Sortino ratio, backtest period (backtest)

3.19

—

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

2.72

—

Standard deviation, backtest period (backtest)

53.69%

—

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

59.32%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.38

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

1.00%

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