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Dippy Q Pop Bots with VIX and Multi-Horizon Trend 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)

daily rebalance, leveraged etfs, mean-reversion + trend, tactical allocation, volatility timing

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)

1.29

—

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

0.63

—

Trading activity

Annualized turnover, backtest period (backtest)

22.79

—

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

20.22

—

Daily win rate, backtest period (backtest)

56.94%

—

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

54.93%

—

Backtest

Backtest final value (from $10,000)

$62.0M

—

Backtest regulatory fees

$78k

—

Backtest slippage cost

$699k

—

Returns

Backtest length

3,755

—

Out-of-sample length

983

—

Return, backtest period (annualized) (backtest)

79.65%

—

Return, backtest period (cumulative) (backtest)

620k%

—

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

38.37%

207.42%

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

255.46%

17.40%

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

-0.11%

—

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

0.04%

17.20%

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

-0.17%

—

Return, trailing 1 year (backtest)

36.57%

—

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

36.56%

0.00%

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

-0.09%

—

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

15.22%

0.00%

SPY annualized return over the backtest window (backtest)

15.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.47

—

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

1.19

43.28

Maximum drawdown, backtest period (backtest)

-32.23%

—

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

-32.23%

-4.79%

Sharpe ratio, backtest period (backtest)

2.03

—

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

1.18

3.80

Sortino ratio, backtest period (backtest)

3.98

—

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

2.23

—

Standard deviation, backtest period (backtest)

31.10%

—

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

31.39%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.21

—

Construction

Logic complexity (node count)

1,068

—

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