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100% SPXL, SQQQ or T-Bills on Momentum and Volatility vs Better Than a CD: Tech Trend with T-Bill Defense

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Allocation target: Cash / T-bills

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Hedge / defensive overlay: Cash / T-bills

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Leverage use

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Trading signal: RSI overbought / oversold

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Trading signal: Trend (moving averages)

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Trading signal: Volatility regime (VIX)

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Weighting scheme

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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)

cash/t‑bills core, inverse etf hedge, leveraged etfs, momentum (rsi), regime switching, tactical allocation, trend (moving averages), volatility filter

bonds/gold, inverse/short, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, trend-following, volatility hedged

Asset classes / instruments

equities

Market-relative

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

0.16

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

0.59

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

0.35

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Trading activity

Annualized turnover, backtest period (backtest)

60.46

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

58.26

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Daily win rate, backtest period (backtest)

59.59%

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

63.43%

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Backtest

Backtest final value (from $10,000)

$70k

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Backtest regulatory fees

$286

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Backtest slippage cost

$2,473

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Returns

Backtest length

1,574

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Out-of-sample length

864

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Return, backtest period (annualized) (backtest)

36.62%

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Return, backtest period (cumulative) (backtest)

602.86%

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

29.19%

4.85%

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

140.89%

4.53%

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

0.05%

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

3.15%

0.38%

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

1.55%

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Return, trailing 1 year (backtest)

10.04%

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

10.04%

6.30%

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

-0.72%

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

0.59%

1.75%

SPY annualized return over the backtest window (backtest)

17.04%

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Risk metrics

Calmar ratio, backtest period (backtest)

1.93

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

1.54

9.16

Maximum drawdown, backtest period (backtest)

-18.99%

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

-18.99%

-0.53%

Sharpe ratio, backtest period (backtest)

1.20

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

1.16

3.47

Sortino ratio, backtest period (backtest)

1.89

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

1.90

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Standard deviation, backtest period (backtest)

29.56%

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

24.67%

1.37%

Quality

Community review status

ACTIVE

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Holdings

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

0.98

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Construction

Logic complexity (node count)

101

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Rebalance corridor width

20.00%

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Rebalance frequency

none

daily

Popularity

Remixes (copies)

—

Watchers

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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