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Inflation-Regime Switch with Nasdaq Leverage and Quality 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)

gold, leveraged/inverse etfs, mean reversion, quality-stock fallback, regime filter (inflation), tactical rotation, 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)

-0.04

—

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

1.95

—

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

0.70

—

Trading activity

Annualized turnover, backtest period (backtest)

59.85

—

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

68.13

—

Daily win rate, backtest period (backtest)

56.69%

—

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

52.13%

—

Backtest

Backtest final value (from $10,000)

$218.4M

—

Backtest regulatory fees

$642k

—

Backtest slippage cost

$6.2M

—

Returns

Backtest length

3,507

—

Out-of-sample length

541

—

Return, backtest period (annualized) (backtest)

104.98%

—

Return, backtest period (cumulative) (backtest)

2184k%

—

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

27.60%

207.42%

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

68.91%

17.40%

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

0.36%

—

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

1.40%

17.20%

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

3.37%

—

Return, trailing 1 year (backtest)

33.06%

—

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

33.04%

0.00%

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

2.42%

—

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

13.96%

0.00%

SPY annualized return over the backtest window (backtest)

15.00%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.62

—

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

0.69

43.28

Maximum drawdown, backtest period (backtest)

-40.07%

—

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

-40.08%

-4.79%

Sharpe ratio, backtest period (backtest)

2.01

—

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

0.75

3.80

Sortino ratio, backtest period (backtest)

3.84

—

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

1.30

—

Standard deviation, backtest period (backtest)

39.48%

—

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

45.36%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.60

—

Construction

Logic complexity (node count)

109

—

Rebalance frequency

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