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Cautious Fund Surfing 3x S&P with Gold and Dollar Defense vs Bond and Defensive Signals Gate for TQQQ

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)

contrarian momentum, daily rebalanced, defensive assets, leveraged equity, tactical rotation, volatility 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)

0.09

—

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

1.48

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

22.96

—

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

21.61

—

Daily win rate, backtest period (backtest)

54.06%

—

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

54.91%

—

Backtest

Backtest final value (from $10,000)

$1.5M

—

Backtest regulatory fees

$2,706

—

Backtest slippage cost

$21k

—

Returns

Backtest length

4,349

—

Out-of-sample length

936

—

Return, backtest period (annualized) (backtest)

33.65%

—

Return, backtest period (cumulative) (backtest)

15k%

—

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

42.93%

207.42%

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

277.40%

17.40%

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

0.57%

—

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

0.06%

17.20%

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

1.74%

—

Return, trailing 1 year (backtest)

21.98%

—

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

21.98%

0.00%

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

0.30%

—

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

7.70%

0.00%

SPY annualized return over the backtest window (backtest)

15.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.89

—

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

1.14

43.28

Maximum drawdown, backtest period (backtest)

-37.75%

—

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

-37.75%

-4.79%

Sharpe ratio, backtest period (backtest)

1.26

—

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

1.42

3.80

Sortino ratio, backtest period (backtest)

1.84

—

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

2.09

—

Standard deviation, backtest period (backtest)

25.56%

—

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

27.96%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.57

—

Construction

Logic complexity (node count)

298

—

Rebalance frequency

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