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Tim Cook Adventure 2x Apple with 3x Tech Dip Buys 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)

apple-focused, daily rebalance, leveraged etfs, momentum and mean reversion, tactical, tech-heavy, 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)

0.25

—

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

1.71

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

35.66

—

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

39.86

—

Daily win rate, backtest period (backtest)

66.16%

—

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

67.38%

—

Backtest

Backtest final value (from $10,000)

$85k

—

Backtest regulatory fees

$168

—

Backtest slippage cost

$1,343

—

Returns

Backtest length

1,046

—

Out-of-sample length

607

—

Return, backtest period (annualized) (backtest)

67.17%

—

Return, backtest period (cumulative) (backtest)

745.59%

—

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

60.31%

3.62%

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

212.28%

2.81%

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

0.04%

—

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

-1.05%

0.34%

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

0.09%

—

Return, trailing 1 year (backtest)

36.80%

—

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

36.81%

86.44%

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

0.18%

—

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

24.77%

0.95%

SPY annualized return over the backtest window (backtest)

18.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.78

—

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

1.60

331.36

Maximum drawdown, backtest period (backtest)

-37.69%

—

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

-37.69%

-0.01%

Sharpe ratio, backtest period (backtest)

1.42

—

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

1.20

18.06

Sortino ratio, backtest period (backtest)

2.44

—

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

2.07

—

Standard deviation, backtest period (backtest)

42.39%

—

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

49.02%

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