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Hedged TQQQ and SPY Trend with Volatility Hedges 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)

crash-aware, leveraged/inverse etfs, tactical multi-asset, trend-following, volatility hedging

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)

1.15

—

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

0.78

—

Trading activity

Annualized turnover, backtest period (backtest)

45.68

—

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

44.00

—

Daily win rate, backtest period (backtest)

57.17%

—

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

54.92%

—

Backtest

Backtest final value (from $10,000)

$107k

—

Backtest regulatory fees

$290

—

Backtest slippage cost

$2,216

—

Returns

Backtest length

1,116

—

Out-of-sample length

539

—

Return, backtest period (annualized) (backtest)

70.83%

—

Return, backtest period (cumulative) (backtest)

973.54%

—

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

29.58%

67.14%

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

74.25%

4.80%

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

0.83%

—

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

3.06%

4.80%

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

1.18%

—

Return, trailing 1 year (backtest)

27.07%

—

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

27.08%

0.00%

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

-0.11%

—

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

11.08%

0.00%

SPY annualized return over the backtest window (backtest)

16.03%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.03

—

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

1.68

53.07

Maximum drawdown, backtest period (backtest)

-17.57%

—

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

-17.57%

-1.27%

Sharpe ratio, backtest period (backtest)

2.37

—

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

1.20

4.69

Sortino ratio, backtest period (backtest)

4.03

—

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

1.86

—

Standard deviation, backtest period (backtest)

23.86%

—

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

23.91%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.16

—

Construction

Logic complexity (node count)

690

—

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