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VIX Up SPY Down Weekly S&P 3x Timing 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 etfs, mean-reversion, momentum, s&p 500, tactical allocation, treasuries, volatility

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)

0.24

—

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

0.77

—

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

0.26

—

Trading activity

Annualized turnover, backtest period (backtest)

17.05

—

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

14.72

—

Daily win rate, backtest period (backtest)

52.10%

—

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

52.77%

—

Backtest

Backtest final value (from $10,000)

$116k

—

Backtest regulatory fees

$162

—

Backtest slippage cost

$1,382

—

Returns

Backtest length

2,188

—

Out-of-sample length

993

—

Return, backtest period (annualized) (backtest)

32.57%

—

Return, backtest period (cumulative) (backtest)

1058%

—

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

35.25%

3.62%

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

229.05%

2.81%

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

1.68%

—

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

6.00%

0.34%

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

3.23%

—

Return, trailing 1 year (backtest)

-3.90%

—

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

-3.90%

86.44%

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

2.30%

—

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

8.16%

0.95%

SPY annualized return over the backtest window (backtest)

14.07%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.50

—

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

0.77

331.36

Maximum drawdown, backtest period (backtest)

-64.73%

—

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

-45.71%

-0.01%

Sharpe ratio, backtest period (backtest)

0.79

—

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

0.90

18.06

Sortino ratio, backtest period (backtest)

1.19

—

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

1.31

—

Standard deviation, backtest period (backtest)

54.97%

—

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

44.91%

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

—

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