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Vol Hedge with TECL Dip Buy and Defensive Mix vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

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, momentum, multi-asset, risk-on/risk-off, tactical, volatility hedge

ballast (cash/dividends/gold/tips/energy), blue chips, growth/ai tilt, multi-asset rotation, recent-winner selection, weekly rebalance

Asset classes / instruments

equities

Market-relative

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

0.18

—

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

1.06

—

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

0.50

—

Trading activity

Annualized turnover, backtest period (backtest)

16.04

—

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

16.03

—

Daily win rate, backtest period (backtest)

55.89%

—

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

57.11%

—

Backtest

Backtest final value (from $10,000)

$8.4M

—

Backtest regulatory fees

$7,700

—

Backtest slippage cost

$66k

—

Returns

Backtest length

3,763

—

Out-of-sample length

879

—

Return, backtest period (annualized) (backtest)

56.97%

—

Return, backtest period (cumulative) (backtest)

84k%

—

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

42.41%

103.09%

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

243.71%

4.90%

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

0.33%

—

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

-1.21%

-4.41%

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

0.72%

—

Return, trailing 1 year (backtest)

36.68%

—

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

36.68%

0.00%

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

-0.34%

—

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

17.96%

0.00%

SPY annualized return over the backtest window (backtest)

15.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.11

—

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

1.72

64.30

Maximum drawdown, backtest period (backtest)

-26.96%

—

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

-24.68%

-1.60%

Sharpe ratio, backtest period (backtest)

1.50

—

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

1.27

6.66

Sortino ratio, backtest period (backtest)

3.97

—

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

2.80

—

Standard deviation, backtest period (backtest)

33.31%

—

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

31.56%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.30

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

—

Rebalance frequency

none

weekly

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