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Dippy Qutie: Volatility Kill-Switch, Six-Lookback Long/Short 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, inverse-vol weighting, leveraged etfs, multi-asset, risk-on/off, trend-following, 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)

0.05

—

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

0.70

—

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

0.53

—

Trading activity

Annualized turnover, backtest period (backtest)

14.69

—

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

14.78

—

Daily win rate, backtest period (backtest)

56.17%

—

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

55.04%

—

Backtest

Backtest final value (from $10,000)

$1.7M

—

Backtest regulatory fees

$2,885

—

Backtest slippage cost

$23k

—

Returns

Backtest length

3,755

—

Out-of-sample length

983

—

Return, backtest period (annualized) (backtest)

41.10%

—

Return, backtest period (cumulative) (backtest)

17k%

—

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

19.60%

207.42%

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

101.16%

17.40%

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

-0.40%

—

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

0.16%

17.20%

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

-0.90%

—

Return, trailing 1 year (backtest)

6.85%

—

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

6.85%

0.00%

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

-0.47%

—

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

3.93%

0.00%

SPY annualized return over the backtest window (backtest)

15.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.49

—

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

0.84

43.28

Maximum drawdown, backtest period (backtest)

-27.59%

—

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

-23.25%

-4.79%

Sharpe ratio, backtest period (backtest)

1.53

—

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

0.99

3.80

Sortino ratio, backtest period (backtest)

2.30

—

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

1.40

—

Standard deviation, backtest period (backtest)

24.49%

—

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

20.19%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.23

—

Construction

Logic complexity (node count)

104

—

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