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Bond-vs-Tech Signal with Staples and Inverse 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)

defensive hedging, inverse etfs, momentum + rsi, nasdaq/tech tilt, sector rotation, tactical asset allocation, trend filter

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)

0.03

—

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

0.77

—

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

0.64

—

Trading activity

Annualized turnover, backtest period (backtest)

24.46

—

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

28.03

—

Daily win rate, backtest period (backtest)

56.20%

—

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

55.15%

—

Backtest

Backtest final value (from $10,000)

$1.7M

—

Backtest regulatory fees

$4,220

—

Backtest slippage cost

$37k

—

Returns

Backtest length

5,087

—

Out-of-sample length

796

—

Return, backtest period (annualized) (backtest)

28.90%

—

Return, backtest period (cumulative) (backtest)

17k%

—

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

17.83%

207.42%

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

68.02%

17.40%

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

0.01%

—

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

0.41%

17.20%

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

3.60%

—

Return, trailing 1 year (backtest)

10.86%

—

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

10.86%

0.00%

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

1.67%

—

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

0.11%

0.00%

SPY annualized return over the backtest window (backtest)

11.52%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.50

—

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

0.93

43.28

Maximum drawdown, backtest period (backtest)

-19.22%

—

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

-19.22%

-4.79%

Sharpe ratio, backtest period (backtest)

1.36

—

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

1.00

3.80

Sortino ratio, backtest period (backtest)

2.13

—

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

1.52

—

Standard deviation, backtest period (backtest)

20.13%

—

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

18.07%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.96

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

—

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