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TSLA Trend Gated by Bonds with TECL Dip Buying vs Macro-Filtered Short-Term Momentum with Mean Reversion

Every published figureShow 42 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, leveraged etfs, mean reversion + trend, tactical, tech-heavy, volatility hedge

daily rebalance, long/short, macro regime rotation, momentum + mean reversion, multi-asset, risk-managed, tactical etf, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.33

—

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

1.74

—

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

0.55

—

Trading activity

Annualized turnover, backtest period (backtest)

35.51

—

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

35.59

—

Daily win rate, backtest period (backtest)

52.21%

—

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

68.31%

—

Backtest

Backtest final value (from $10,000)

$3.8B

—

Backtest regulatory fees

$6.1M

—

Backtest slippage cost

$59.0M

—

Returns

Backtest length

3,775

—

Out-of-sample length

609

—

Return, backtest period (annualized) (backtest)

135.91%

—

Return, backtest period (cumulative) (backtest)

38476k%

—

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

72.56%

76.55%

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

274.57%

3.91%

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

0.04%

—

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

1.54%

0.00%

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

0.09%

—

Return, trailing 1 year (backtest)

11.03%

—

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

11.02%

0.00%

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

0.18%

—

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

10.75%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.47

—

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

1.86

180.23

Maximum drawdown, backtest period (backtest)

-39.16%

—

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

-39.04%

-0.42%

Sharpe ratio, backtest period (backtest)

1.96

—

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

1.33

9.00

Sortino ratio, backtest period (backtest)

3.85

—

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

2.36

—

Standard deviation, backtest period (backtest)

49.97%

—

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

50.13%

6.75%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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