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Inflation-Aware SOXL/SOXS Rotation with Metals Fallback 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)

daily rebalanced, leveraged tactical etf, risk-on/risk-off, rsi/momentum, semiconductor focus

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)

1.03

—

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

0.80

—

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

0.09

—

Trading activity

Annualized turnover, backtest period (backtest)

91.56

—

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

80.25

—

Daily win rate, backtest period (backtest)

55.06%

—

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

53.57%

—

Backtest

Backtest final value (from $10,000)

$79.9M

—

Backtest regulatory fees

$217k

—

Backtest slippage cost

$2.1M

—

Returns

Backtest length

1,244

—

Out-of-sample length

336

—

Return, backtest period (annualized) (backtest)

516.41%

—

Return, backtest period (cumulative) (backtest)

798k%

—

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

92.25%

207.42%

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

139.67%

17.40%

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

-1.26%

—

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

-19.24%

17.20%

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

1.84%

—

Return, trailing 1 year (backtest)

153.87%

—

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

153.81%

0.00%

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

-6.70%

—

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

-21.73%

0.00%

SPY annualized return over the backtest window (backtest)

12.98%

—

Risk metrics

Calmar ratio, backtest period (backtest)

9.03

—

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

1.61

43.28

Maximum drawdown, backtest period (backtest)

-57.19%

—

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

-57.19%

-4.79%

Sharpe ratio, backtest period (backtest)

2.50

—

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

1.14

3.80

Sortino ratio, backtest period (backtest)

4.18

—

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

1.77

—

Standard deviation, backtest period (backtest)

88.57%

—

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

105.56%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

112

—

Rebalance frequency

daily

Popularity

Remixes (copies)

151

—

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