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Broad Market 3 Liner: QQQ, TLT or SHY (Trend Gate) vs Better Than a CD: Tech Trend with T-Bill Defense

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

equities, momentum, monthly rebalance, moving average, risk-on/risk-off, rsi, tactical allocation, treasuries, trend-following

bonds/gold, inverse/short, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, trend-following, volatility hedged

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)

0.88

—

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

0.76

—

Trading activity

Annualized turnover, backtest period (backtest)

1.67

—

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

1.30

—

Daily win rate, backtest period (backtest)

55.12%

—

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

56.36%

—

Backtest

Backtest final value (from $10,000)

$260k

—

Backtest regulatory fees

$46

—

Backtest slippage cost

$395

—

Returns

Backtest length

6,030

—

Out-of-sample length

967

—

Return, backtest period (annualized) (backtest)

14.59%

—

Return, backtest period (cumulative) (backtest)

2501%

—

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

22.38%

4.85%

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

117.22%

4.53%

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

0.49%

—

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

4.99%

0.38%

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

0.23%

—

Return, trailing 1 year (backtest)

23.60%

—

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

23.60%

6.30%

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

0.91%

—

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

3.98%

1.75%

SPY annualized return over the backtest window (backtest)

11.44%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.42

—

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

1.28

9.16

Maximum drawdown, backtest period (backtest)

-34.40%

—

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

-17.54%

-0.53%

Sharpe ratio, backtest period (backtest)

0.86

—

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

1.25

3.47

Sortino ratio, backtest period (backtest)

1.21

—

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

1.80

—

Standard deviation, backtest period (backtest)

17.75%

—

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

17.45%

1.37%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance frequency

monthly

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