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Compare investment strategies

3x Treasury Long/Short Bond Strategy with VXX Hedge vs Bond and Defensive Signals Gate for TQQQ

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, market timing, momentum, tactical bonds, trend-following, volatility hedge

bond signals, daily rebalance, defensive factor, leveraged etf, nasdaq-100, risk-on/off, tactical momentum, trend following

Asset classes / instruments

equities

Market-relative

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

0.09

—

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

0.98

—

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

0.38

—

Trading activity

Annualized turnover, backtest period (backtest)

49.67

—

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

45.79

—

Daily win rate, backtest period (backtest)

52.80%

—

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

50.90%

—

Backtest

Backtest final value (from $10,000)

$2.7M

—

Backtest regulatory fees

$8,989

—

Backtest slippage cost

$73k

—

Returns

Backtest length

2,193

—

Out-of-sample length

611

—

Return, backtest period (annualized) (backtest)

90.18%

—

Return, backtest period (cumulative) (backtest)

27k%

—

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

24.01%

207.42%

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

68.65%

17.40%

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

0.14%

—

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

5.29%

17.20%

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

1.37%

—

Return, trailing 1 year (backtest)

18.36%

—

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

18.36%

0.00%

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

-4.70%

—

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

17.60%

0.00%

SPY annualized return over the backtest window (backtest)

14.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.40

—

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

0.91

43.28

Maximum drawdown, backtest period (backtest)

-26.53%

—

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

-26.53%

-4.79%

Sharpe ratio, backtest period (backtest)

1.79

—

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

0.72

3.80

Sortino ratio, backtest period (backtest)

3.47

—

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

1.29

—

Standard deviation, backtest period (backtest)

40.20%

—

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

40.80%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.99

—

Construction

Logic complexity (node count)

139

—

Rebalance corridor width

10.00%

—

Rebalance frequency

none

daily

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