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Anti-Chop QLD For The Long Term Trend Switch 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)

leveraged etfs, market timing, mean reversion, momentum, nasdaq-100, risk management, tactical asset allocation, trend following

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)

0.05

—

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

2.13

—

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

0.85

—

Trading activity

Annualized turnover, backtest period (backtest)

21.03

—

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

11.79

—

Daily win rate, backtest period (backtest)

55.80%

—

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

56.46%

—

Backtest

Backtest final value (from $10,000)

$42.3M

—

Backtest regulatory fees

$32k

—

Backtest slippage cost

$286k

—

Returns

Backtest length

5,097

—

Out-of-sample length

898

—

Return, backtest period (annualized) (backtest)

51.09%

—

Return, backtest period (cumulative) (backtest)

423k%

—

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

57.60%

3.62%

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

406.72%

2.81%

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

0.90%

—

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

9.41%

0.34%

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

0.30%

—

Return, trailing 1 year (backtest)

41.52%

—

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

41.52%

86.44%

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

1.52%

—

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

5.70%

0.95%

SPY annualized return over the backtest window (backtest)

11.38%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.41

—

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

1.59

331.36

Maximum drawdown, backtest period (backtest)

-36.31%

—

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

-36.32%

-0.01%

Sharpe ratio, backtest period (backtest)

1.36

—

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

1.41

18.06

Sortino ratio, backtest period (backtest)

2.06

—

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

2.14

—

Standard deviation, backtest period (backtest)

34.89%

—

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

37.07%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

12.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

175

—

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