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Top-2 Mega-Cap Tech Weekly Momentum 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)

concentrated, long-only, mega-cap tech, momentum, us equities, weekly rebalance

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)

-0.03

—

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

1.36

—

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

0.64

—

Trading activity

Annualized turnover, backtest period (backtest)

38.32

—

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

38.92

—

Daily win rate, backtest period (backtest)

54.73%

—

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

53.94%

—

Backtest

Backtest final value (from $10,000)

$301k

—

Backtest regulatory fees

$1,179

—

Backtest slippage cost

$9,941

—

Returns

Backtest length

3,148

—

Out-of-sample length

723

—

Return, backtest period (annualized) (backtest)

31.31%

—

Return, backtest period (cumulative) (backtest)

2909%

—

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

23.19%

3.62%

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

82.06%

2.81%

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

0.78%

—

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

5.52%

0.34%

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

0.27%

—

Return, trailing 1 year (backtest)

-16.46%

—

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

-16.46%

86.44%

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

0.56%

—

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

1.93%

0.95%

SPY annualized return over the backtest window (backtest)

13.90%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.65

—

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

0.64

331.36

Maximum drawdown, backtest period (backtest)

-47.85%

—

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

-36.05%

-0.01%

Sharpe ratio, backtest period (backtest)

0.98

—

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

0.80

18.06

Sortino ratio, backtest period (backtest)

1.46

—

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

1.17

—

Standard deviation, backtest period (backtest)

33.59%

—

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

32.60%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.50

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

weekly

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