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Weakest-Sector Rebound Rotation with Hedge Sleeve 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)

daily rebalance, hedged, inverse etfs, leveraged etfs, sector rotation, treasuries, trend following, 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)

0.36

—

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

2.12

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

85.60

—

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

74.91

—

Daily win rate, backtest period (backtest)

56.23%

—

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

51.09%

—

Backtest

Backtest final value (from $10,000)

$6.1M

—

Backtest regulatory fees

$19k

—

Backtest slippage cost

$158k

—

Returns

Backtest length

1,750

—

Out-of-sample length

—

Return, backtest period (annualized) (backtest)

151.52%

—

Return, backtest period (cumulative) (backtest)

61k%

—

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

129.86%

3.62%

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

33.29%

2.81%

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

-5.06%

—

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

-2.37%

0.34%

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

-6.57%

—

Return, trailing 1 year (backtest)

58.52%

—

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

0.00%

86.44%

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

-8.12%

—

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

18.22%

0.95%

SPY annualized return over the backtest window (backtest)

15.88%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.50

—

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

13.72

331.36

Maximum drawdown, backtest period (backtest)

-27.55%

—

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

-9.47%

-0.01%

Sharpe ratio, backtest period (backtest)

2.23

—

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

2.17

18.06

Sortino ratio, backtest period (backtest)

4.17

—

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

2.62

—

Standard deviation, backtest period (backtest)

45.85%

—

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

42.88%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.47

—

Construction

Logic complexity (node count)

456

—

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