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Two-Step One-Position Swing with VIX Hedge and 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)

leveraged/inverse etfs, momentum & mean‑reversion, tactical allocation, tech‑heavy, trend filter, 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)

0.28

—

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

2.21

—

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

0.51

—

Trading activity

Annualized turnover, backtest period (backtest)

51.07

—

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

49.31

—

Daily win rate, backtest period (backtest)

55.58%

—

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

52.60%

—

Backtest

Backtest final value (from $10,000)

$77.6B

—

Backtest regulatory fees

$133.7M

—

Backtest slippage cost

$1.3B

—

Returns

Backtest length

3,775

—

Out-of-sample length

557

—

Return, backtest period (annualized) (backtest)

188.27%

—

Return, backtest period (cumulative) (backtest)

775506k%

—

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

55.33%

3.62%

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

165.15%

2.81%

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

-0.41%

—

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

-4.34%

0.34%

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

-0.12%

—

Return, trailing 1 year (backtest)

59.33%

—

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

59.30%

86.44%

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

-0.61%

—

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

-5.03%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.25

—

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

0.95

331.36

Maximum drawdown, backtest period (backtest)

-58.00%

—

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

-58.01%

-0.01%

Sharpe ratio, backtest period (backtest)

2.11

—

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

0.95

18.06

Sortino ratio, backtest period (backtest)

3.72

—

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

1.65

—

Standard deviation, backtest period (backtest)

57.78%

—

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

71.44%

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

10.00%

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