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What More Do You Need Staples and Oil Rotation 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, leveraged/inverse etfs, mean‑reversion, momentum, oil, sector rotation, staples, tactical, tech, trend following, volatility hedge

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)

0.34

—

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

2.36

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

38.82

—

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

44.95

—

Daily win rate, backtest period (backtest)

56.29%

—

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

56.92%

—

Backtest

Backtest final value (from $10,000)

$14.9B

—

Backtest regulatory fees

$22.6M

—

Backtest slippage cost

$217.9M

—

Returns

Backtest length

3,775

—

Out-of-sample length

513

—

Return, backtest period (annualized) (backtest)

158.24%

—

Return, backtest period (cumulative) (backtest)

149177k%

—

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

68.17%

3.62%

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

188.69%

2.81%

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

0.01%

—

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

0.06%

0.34%

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

2.07%

—

Return, trailing 1 year (backtest)

77.42%

—

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

77.39%

86.44%

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

0.69%

—

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

5.66%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.63

—

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

1.30

331.36

Maximum drawdown, backtest period (backtest)

-60.16%

—

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

-52.29%

-0.01%

Sharpe ratio, backtest period (backtest)

1.81

—

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

1.10

18.06

Sortino ratio, backtest period (backtest)

3.02

—

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

1.65

—

Standard deviation, backtest period (backtest)

63.31%

—

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

68.97%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.86

—

Construction

Logic complexity (node count)

—

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