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Hedged Leveraged TQQQ and SPY Trend (Public) 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)

commodities, hedged, leveraged etfs, tactical allocation, treasuries, trend-following, volatility

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)

0.08

—

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

1.04

—

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

0.74

—

Trading activity

Annualized turnover, backtest period (backtest)

29.45

—

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

27.32

—

Daily win rate, backtest period (backtest)

58.06%

—

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

55.37%

—

Backtest

Backtest final value (from $10,000)

$73k

—

Backtest regulatory fees

$143

—

Backtest slippage cost

$1,013

—

Returns

Backtest length

1,116

—

Out-of-sample length

540

—

Return, backtest period (annualized) (backtest)

56.52%

—

Return, backtest period (cumulative) (backtest)

628.49%

—

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

28.86%

67.14%

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

72.34%

4.80%

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

0.66%

—

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

2.54%

4.80%

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

0.95%

—

Return, trailing 1 year (backtest)

26.65%

—

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

26.66%

0.00%

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

-0.28%

—

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

8.07%

0.00%

SPY annualized return over the backtest window (backtest)

16.03%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.04

—

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

1.55

53.07

Maximum drawdown, backtest period (backtest)

-18.56%

—

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

-18.56%

-1.27%

Sharpe ratio, backtest period (backtest)

2.12

—

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

1.22

4.69

Sortino ratio, backtest period (backtest)

3.75

—

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

2.13

—

Standard deviation, backtest period (backtest)

22.34%

—

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

22.90%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.14

—

Construction

Logic complexity (node count)

502

—

Rebalance corridor width

1.00%

Rebalance frequency

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