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Volatile Daily Rotation Across Leveraged Tech and Hedges 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)

gold, leveraged etfs, mean reversion, risk-on/off, tactical allocation, tech-focused, treasuries, trend following, volatility hedging

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)

0.22

—

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

2.81

—

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

0.68

—

Trading activity

Annualized turnover, backtest period (backtest)

47.88

—

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

44.13

—

Daily win rate, backtest period (backtest)

56.52%

—

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

56.22%

—

Backtest

Backtest final value (from $10,000)

$12.3M

—

Backtest regulatory fees

$17k

—

Backtest slippage cost

$153k

—

Returns

Backtest length

1,258

—

Out-of-sample length

571

—

Return, backtest period (annualized) (backtest)

315.56%

—

Return, backtest period (cumulative) (backtest)

123k%

—

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

65.36%

3.62%

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

213.17%

2.81%

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

-1.26%

—

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

-13.51%

0.34%

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

-0.51%

—

Return, trailing 1 year (backtest)

140.74%

—

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

140.72%

86.44%

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

-2.37%

—

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

-11.16%

0.95%

SPY annualized return over the backtest window (backtest)

13.97%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.20

—

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

1.08

331.36

Maximum drawdown, backtest period (backtest)

-60.70%

—

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

-60.70%

-0.01%

Sharpe ratio, backtest period (backtest)

2.44

—

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

1.08

18.06

Sortino ratio, backtest period (backtest)

4.16

—

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

1.64

—

Standard deviation, backtest period (backtest)

67.65%

—

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

67.39%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.97

—

Construction

Logic complexity (node count)

208

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

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