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Credit and Inflation-Gated Tech Growth with EM Sleeve 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)

emerging markets, inflation tilt, leveraged/inverse etfs, managed futures, momentum/mean-reversion, multi-asset, risk-managed, tactical, volatility-aware

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)

0.10

—

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

0.60

—

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

0.52

—

Trading activity

Annualized turnover, backtest period (backtest)

45.93

—

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

45.17

—

Daily win rate, backtest period (backtest)

59.45%

—

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

52.94%

—

Backtest

Backtest final value (from $10,000)

$103k

—

Backtest regulatory fees

$307

—

Backtest slippage cost

$2,216

—

Returns

Backtest length

1,132

—

Out-of-sample length

391

—

Return, backtest period (annualized) (backtest)

67.89%

—

Return, backtest period (cumulative) (backtest)

927.25%

—

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

26.64%

207.42%

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

43.58%

17.40%

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

-0.26%

—

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

1.63%

17.20%

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

-1.26%

—

Return, trailing 1 year (backtest)

15.82%

—

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

19.41%

0.00%

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

-0.38%

—

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

13.47%

0.00%

SPY annualized return over the backtest window (backtest)

14.48%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.95

—

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

2.73

43.28

Maximum drawdown, backtest period (backtest)

-9.77%

—

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

-9.77%

-4.79%

Sharpe ratio, backtest period (backtest)

3.33

—

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

1.28

3.80

Sortino ratio, backtest period (backtest)

7.53

—

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

2.76

—

Standard deviation, backtest period (backtest)

15.95%

—

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

19.94%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.17

—

Construction

Logic complexity (node count)

244

—

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