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Top Two Asset Buckets Momentum with Top Holdings 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, commodities, concentrated, leveraged/inverse etfs, momentum, multi-asset, short-term lookback, tactical asset allocation, us large-cap stocks

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)

0.58

—

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

0.40

—

Trading activity

Annualized turnover, backtest period (backtest)

62.51

—

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

61.21

—

Daily win rate, backtest period (backtest)

54.82%

—

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

53.78%

—

Backtest

Backtest final value (from $10,000)

$140k

—

Backtest regulatory fees

$731

—

Backtest slippage cost

$5,830

—

Returns

Backtest length

2,355

—

Out-of-sample length

768

—

Return, backtest period (annualized) (backtest)

32.66%

—

Return, backtest period (cumulative) (backtest)

1305%

—

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

29.10%

3.62%

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

118.01%

2.81%

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

0.01%

—

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

-1.15%

0.34%

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

-0.84%

—

Return, trailing 1 year (backtest)

25.66%

—

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

25.66%

86.44%

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

-2.74%

—

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

0.53%

0.95%

SPY annualized return over the backtest window (backtest)

15.13%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.34

—

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

1.19

331.36

Maximum drawdown, backtest period (backtest)

-24.42%

—

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

-24.42%

-0.01%

Sharpe ratio, backtest period (backtest)

1.31

—

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

1.27

18.06

Sortino ratio, backtest period (backtest)

1.96

—

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

1.90

—

Standard deviation, backtest period (backtest)

23.70%

—

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

22.13%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.21

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

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