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TMF Bond Momentum with SHV Cash, VIXY and TECL Dips 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)

bonds, leveraged etfs, mean-reversion, momentum, tactical asset allocation, technology, trend-following, 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)

0.16

—

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

1.12

—

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

0.50

—

Trading activity

Annualized turnover, backtest period (backtest)

48.12

—

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

37.57

—

Daily win rate, backtest period (backtest)

51.77%

—

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

78.92%

—

Backtest

Backtest final value (from $10,000)

$42.1M

—

Backtest regulatory fees

$103k

—

Backtest slippage cost

$963k

—

Returns

Backtest length

3,964

—

Out-of-sample length

664

—

Return, backtest period (annualized) (backtest)

69.96%

—

Return, backtest period (cumulative) (backtest)

421k%

—

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

37.87%

3.62%

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

133.36%

2.81%

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

0.04%

—

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

-4.37%

0.34%

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

1.26%

—

Return, trailing 1 year (backtest)

24.71%

—

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

24.69%

86.44%

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

-4.80%

—

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

-2.50%

0.95%

SPY annualized return over the backtest window (backtest)

14.20%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.95

—

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

1.61

331.36

Maximum drawdown, backtest period (backtest)

-23.71%

—

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

-23.50%

-0.01%

Sharpe ratio, backtest period (backtest)

1.72

—

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

1.08

18.06

Sortino ratio, backtest period (backtest)

3.64

—

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

2.30

—

Standard deviation, backtest period (backtest)

33.97%

—

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

34.81%

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

1.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

233

—

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