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Tech vs Utilities 63-Day Rotation with PSQ 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)

daily rebalance, defensive, inverse etf, momentum (rsi), risk-on/off, sector rotation, trend filter (200-day)

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)

0.10

—

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

0.60

—

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

0.45

—

Trading activity

Annualized turnover, backtest period (backtest)

29.19

—

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

36.13

—

Daily win rate, backtest period (backtest)

50.02%

—

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

59.44%

—

Backtest

Backtest final value (from $10,000)

$385k

—

Backtest regulatory fees

$1,113

—

Backtest slippage cost

$9,229

—

Returns

Backtest length

4,878

—

Out-of-sample length

572

—

Return, backtest period (annualized) (backtest)

20.76%

—

Return, backtest period (cumulative) (backtest)

3754%

—

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

23.49%

3.62%

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

60.75%

2.81%

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

-3.02%

—

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

5.93%

0.34%

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

-5.30%

—

Return, trailing 1 year (backtest)

26.03%

—

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

29.30%

86.44%

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

-7.45%

—

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

11.21%

0.95%

SPY annualized return over the backtest window (backtest)

10.68%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.66

—

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

1.60

331.36

Maximum drawdown, backtest period (backtest)

-31.35%

—

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

-14.67%

-0.01%

Sharpe ratio, backtest period (backtest)

0.99

—

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

1.07

18.06

Sortino ratio, backtest period (backtest)

1.51

—

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

1.44

—

Standard deviation, backtest period (backtest)

21.26%

—

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

22.02%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

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