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Four Corners Growth/Defense and Credit Regime (No Metals) 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)

hedged, leveraged etfs, momentum + mean reversion, multi-asset etfs, no commodities, tactical asset allocation, 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)

0.04

—

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

1.22

—

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

0.62

—

Trading activity

Annualized turnover, backtest period (backtest)

38.42

—

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

48.51

—

Daily win rate, backtest period (backtest)

57.15%

—

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

53.58%

—

Backtest

Backtest final value (from $10,000)

$6.4M

—

Backtest regulatory fees

$20k

—

Backtest slippage cost

$166k

—

Returns

Backtest length

3,790

—

Out-of-sample length

629

—

Return, backtest period (annualized) (backtest)

53.66%

—

Return, backtest period (cumulative) (backtest)

64k%

—

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

25.38%

207.42%

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

76.02%

17.40%

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

0.72%

—

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

-2.04%

17.20%

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

1.72%

—

Return, trailing 1 year (backtest)

6.59%

—

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

6.58%

0.00%

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

1.59%

—

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

8.49%

0.00%

SPY annualized return over the backtest window (backtest)

15.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.64

—

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

1.25

43.28

Maximum drawdown, backtest period (backtest)

-20.33%

—

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

-20.33%

-4.79%

Sharpe ratio, backtest period (backtest)

1.97

—

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

0.87

3.80

Sortino ratio, backtest period (backtest)

3.54

—

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

1.73

—

Standard deviation, backtest period (backtest)

23.13%

—

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

31.52%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.29

—

Construction

Logic complexity (node count)

—

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