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Buy the Dips Nasdaq: SQQQ, LABU or Tech-Heavy TQQQ Mix vs ERX, Refiners and Gold Miners Inverse-Volatility Mix

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)

biotech, leveraged etfs, long/short switching, nasdaq-100, rsi/mean reversion, tactical rotation, tech-heavy

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

equities

Market-relative

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

0.04

—

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

2.11

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

20.06

—

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

18.06

—

Daily win rate, backtest period (backtest)

55.86%

—

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

56.14%

—

Backtest

Backtest final value (from $10,000)

$7.6M

—

Backtest regulatory fees

$6,917

—

Backtest slippage cost

$62k

—

Returns

Backtest length

2,859

—

Out-of-sample length

643

—

Return, backtest period (annualized) (backtest)

79.33%

—

Return, backtest period (cumulative) (backtest)

76k%

—

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

41.25%

138.64%

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

141.71%

3.87%

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

0.53%

—

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

7.61%

8.12%

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

0.13%

—

Return, trailing 1 year (backtest)

40.43%

—

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

40.43%

0.00%

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

1.36%

—

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

11.12%

0.00%

SPY annualized return over the backtest window (backtest)

14.01%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.68

—

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

0.88

51.98

Maximum drawdown, backtest period (backtest)

-47.14%

—

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

-47.14%

-2.67%

Sharpe ratio, backtest period (backtest)

1.50

—

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

1.03

4.29

Sortino ratio, backtest period (backtest)

2.49

—

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

1.57

—

Standard deviation, backtest period (backtest)

45.88%

—

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

42.04%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.19

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

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