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Credit-Signal 3x Nasdaq Momentum with T-Bill/Gold Fallback 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)

corporate bonds, credit-based signal, gold, leveraged etfs, momentum, nasdaq-100, preferred stocks, t-bills, tactical allocation

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)

0.17

—

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

1.39

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

51.94

—

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

43.32

—

Daily win rate, backtest period (backtest)

56.50%

—

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

55.01%

—

Backtest

Backtest final value (from $10,000)

$1.5M

—

Backtest regulatory fees

$3,265

—

Backtest slippage cost

$26k

—

Returns

Backtest length

2,101

—

Out-of-sample length

349

—

Return, backtest period (annualized) (backtest)

81.93%

—

Return, backtest period (cumulative) (backtest)

15k%

—

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

53.51%

207.42%

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

81.36%

17.40%

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

0.81%

—

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

-2.14%

17.20%

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

0.63%

—

Return, trailing 1 year (backtest)

32.66%

—

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

32.66%

0.00%

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

-1.02%

—

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

6.46%

0.00%

SPY annualized return over the backtest window (backtest)

15.26%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.47

—

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

2.77

43.28

Maximum drawdown, backtest period (backtest)

-33.15%

—

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

-19.34%

-4.79%

Sharpe ratio, backtest period (backtest)

1.69

—

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

1.62

3.80

Sortino ratio, backtest period (backtest)

2.67

—

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

2.84

—

Standard deviation, backtest period (backtest)

40.25%

—

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

29.11%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.64

—

Construction

Logic complexity (node count)

—

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