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Gold and US Dollar Inverse-Volatility Hedge 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)

commodities, currency, defensive, inverse-vol weighting, safe haven, tactical allocation, volatility hedge

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)

-0.03

—

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

-0.09

—

Trading activity

Annualized turnover, backtest period (backtest)

1.14

—

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

1.02

—

Daily win rate, backtest period (backtest)

52.88%

—

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

57.12%

—

Backtest

Backtest final value (from $10,000)

$27k

—

Backtest regulatory fees

$10

—

Backtest slippage cost

$39

—

Returns

Backtest length

4,921

—

Out-of-sample length

1,173

—

Return, backtest period (annualized) (backtest)

5.15%

—

Return, backtest period (cumulative) (backtest)

166.42%

—

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

10.34%

207.42%

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

57.80%

17.40%

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

-0.26%

—

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

2.26%

17.20%

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

-0.48%

—

Return, trailing 1 year (backtest)

3.63%

—

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

6.92%

0.00%

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

0.03%

—

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

2.53%

0.00%

SPY annualized return over the backtest window (backtest)

11.03%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.40

—

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

3.13

43.28

Maximum drawdown, backtest period (backtest)

-12.87%

—

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

-3.30%

-4.79%

Sharpe ratio, backtest period (backtest)

0.87

—

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

1.90

3.80

Sortino ratio, backtest period (backtest)

1.28

—

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

2.86

—

Standard deviation, backtest period (backtest)

6.00%

—

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

5.26%

31.69%

Holdings

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

0.59

—

Construction

Logic complexity (node count)

—

Rebalance frequency

monthly

daily

Popularity

Remixes (copies)

408

—

Watchers

374

—

Risk score

Risk rating (Composer data field)

Aggressive

—

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