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Hedged TQQQ: 75% Treasuries/Staples, 25% Tactical Tech 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)

bonds, hedged tech, leveraged etfs, risk management, tactical allocation, trend following, 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)

0.06

—

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

0.76

—

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

0.69

—

Trading activity

Annualized turnover, backtest period (backtest)

9.81

—

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

9.47

—

Daily win rate, backtest period (backtest)

56.35%

—

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

53.58%

—

Backtest

Backtest final value (from $10,000)

$1.4M

—

Backtest regulatory fees

$1,238

—

Backtest slippage cost

$9,443

—

Returns

Backtest length

3,711

—

Out-of-sample length

879

—

Return, backtest period (annualized) (backtest)

39.97%

—

Return, backtest period (cumulative) (backtest)

14k%

—

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

22.16%

207.42%

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

101.17%

17.40%

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

0.37%

—

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

3.81%

17.20%

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

1.20%

—

Return, trailing 1 year (backtest)

29.81%

—

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

29.81%

0.00%

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

1.38%

—

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

2.48%

0.00%

SPY annualized return over the backtest window (backtest)

15.01%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.10

—

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

1.23

43.28

Maximum drawdown, backtest period (backtest)

-19.00%

—

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

-18.03%

-4.79%

Sharpe ratio, backtest period (backtest)

2.00

—

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

1.31

3.80

Sortino ratio, backtest period (backtest)

3.29

—

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

2.03

—

Standard deviation, backtest period (backtest)

17.60%

—

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

16.29%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.32

—

Construction

Logic complexity (node count)

153

—

Rebalance corridor width

7.00%

—

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