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A Better QQQ Equal-Weight TQQQ and Mega-Cap Tech vs Domestic Leveraged Sector Trend Rotation

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)

buy-and-hold, concentrated tech, leveraged etf, long-only equities, semiconductor-heavy, us large-cap growth

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.11

—

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

1.93

—

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

0.87

—

Trading activity

Annualized turnover, backtest period (backtest)

1.74

—

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

1.88

—

Daily win rate, backtest period (backtest)

55.87%

—

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

55.97%

—

Backtest

Backtest final value (from $10,000)

$2.8M

—

Backtest regulatory fees

$24

—

Backtest slippage cost

$190

—

Returns

Backtest length

4,095

—

Out-of-sample length

997

—

Return, backtest period (annualized) (backtest)

41.51%

—

Return, backtest period (cumulative) (backtest)

28k%

—

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

59.24%

67.14%

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

531.26%

4.80%

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

0.32%

—

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

8.20%

4.80%

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

-0.15%

—

Return, trailing 1 year (backtest)

42.32%

—

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

41.99%

0.00%

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

0.97%

—

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

9.61%

0.00%

SPY annualized return over the backtest window (backtest)

15.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.75

—

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

1.65

53.07

Maximum drawdown, backtest period (backtest)

-55.39%

—

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

-35.93%

-1.27%

Sharpe ratio, backtest period (backtest)

1.24

—

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

1.54

4.69

Sortino ratio, backtest period (backtest)

1.79

—

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

2.39

—

Standard deviation, backtest period (backtest)

32.36%

—

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

34.11%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.13

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

1.00%

Rebalance frequency

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