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Wakanda Leveraged Tech Autopilot with Volatility 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)

leveraged etfs, mean reversion, risk management, sector rotation, tactical allocation, 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)

0.19

—

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

0.92

—

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

0.48

—

Trading activity

Annualized turnover, backtest period (backtest)

64.89

—

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

62.84

—

Daily win rate, backtest period (backtest)

60.81%

—

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

55.94%

—

Backtest

Backtest final value (from $10,000)

$13.8B

—

Backtest regulatory fees

$39.4M

—

Backtest slippage cost

$380.0M

—

Returns

Backtest length

2,906

—

Out-of-sample length

488

—

Return, backtest period (annualized) (backtest)

240.51%

—

Return, backtest period (cumulative) (backtest)

137547k%

—

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

35.37%

3.62%

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

79.96%

2.81%

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

-0.71%

—

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

-2.69%

0.34%

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

-0.42%

—

Return, trailing 1 year (backtest)

17.96%

—

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

17.91%

86.44%

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

-0.73%

—

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

18.54%

0.95%

SPY annualized return over the backtest window (backtest)

13.86%

—

Risk metrics

Calmar ratio, backtest period (backtest)

12.25

—

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

1.80

331.36

Maximum drawdown, backtest period (backtest)

-19.64%

—

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

-19.65%

-0.01%

Sharpe ratio, backtest period (backtest)

3.43

—

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

1.11

18.06

Sortino ratio, backtest period (backtest)

7.69

—

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

1.82

—

Standard deviation, backtest period (backtest)

37.83%

—

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

31.84%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.17

—

Construction

Logic complexity (node count)

5,341

—

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