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Boring TQQQ Trends: Four-Sleeve Leveraged Mix 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)

dip buying, leveraged etfs, macro, momentum, regime switching, risk parity, tactical allocation, trend following, volatility hedging

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)

-0.02

—

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

1.39

—

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

0.82

—

Trading activity

Annualized turnover, backtest period (backtest)

21.34

—

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

20.65

—

Daily win rate, backtest period (backtest)

57.03%

—

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

53.45%

—

Backtest

Backtest final value (from $10,000)

$3.6M

—

Backtest regulatory fees

$6,371

—

Backtest slippage cost

$49k

—

Returns

Backtest length

3,765

—

Out-of-sample length

883

—

Return, backtest period (annualized) (backtest)

48.33%

—

Return, backtest period (cumulative) (backtest)

36k%

—

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

26.58%

67.14%

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

128.60%

4.80%

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

0.37%

—

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

-0.66%

4.80%

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

0.66%

—

Return, trailing 1 year (backtest)

6.46%

—

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

6.46%

0.00%

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

-0.38%

—

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

-0.44%

0.00%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.93

—

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

1.06

53.07

Maximum drawdown, backtest period (backtest)

-25.00%

—

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

-25.01%

-1.27%

Sharpe ratio, backtest period (backtest)

1.89

—

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

1.07

4.69

Sortino ratio, backtest period (backtest)

3.06

—

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

1.73

—

Standard deviation, backtest period (backtest)

22.20%

—

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

24.96%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.20

—

Construction

Logic complexity (node count)

118

—

Rebalance corridor width

5.00%

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