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Daily TQQQ/TECL Trend Switch with Nasdaq Short Hedge vs Domestic Leveraged Sector Trend Rotation

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)

dividends, leveraged etfs, rsi overbought/oversold, tactical taa, trend-following, volatility hedges

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.62

—

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

2.16

—

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

0.55

—

Trading activity

Annualized turnover, backtest period (backtest)

62.21

—

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

59.20

—

Daily win rate, backtest period (backtest)

56.34%

—

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

58.45%

—

Backtest

Backtest final value (from $10,000)

$9.0M

—

Backtest regulatory fees

$14k

—

Backtest slippage cost

$121k

—

Returns

Backtest length

1,459

—

Out-of-sample length

503

—

Return, backtest period (annualized) (backtest)

223.62%

—

Return, backtest period (cumulative) (backtest)

90k%

—

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

123.43%

67.14%

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

399.22%

4.80%

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

0.50%

—

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

1.06%

4.80%

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

-5.31%

—

Return, trailing 1 year (backtest)

106.14%

—

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

106.11%

0.00%

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

-0.59%

—

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

20.70%

0.00%

SPY annualized return over the backtest window (backtest)

15.29%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.14

—

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

3.46

53.07

Maximum drawdown, backtest period (backtest)

-36.41%

—

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

-35.72%

-1.27%

Sharpe ratio, backtest period (backtest)

2.30

—

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

1.57

4.69

Sortino ratio, backtest period (backtest)

3.80

—

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

2.41

—

Standard deviation, backtest period (backtest)

58.51%

—

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

64.23%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.49

—

Construction

Logic complexity (node count)

292

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

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