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It Is What It Is: Nasdaq 3x/2x/1x/Cash Dial vs Better Than a CD: Tech Trend with T-Bill Defense

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 filter, leveraged etfs, momentum, nasdaq-100, risk management, tactical allocation, trend-following

bonds/gold, inverse/short, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, trend-following, volatility hedged

Asset classes / instruments

equities

Market-relative

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

-0.00

—

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

2.57

—

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

0.81

—

Trading activity

Annualized turnover, backtest period (backtest)

15.34

—

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

—

Daily win rate, backtest period (backtest)

55.25%

—

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

55.91%

—

Backtest

Backtest final value (from $10,000)

$3.7M

—

Backtest regulatory fees

$2,587

—

Backtest slippage cost

$18k

—

Returns

Backtest length

4,190

—

Out-of-sample length

567

—

Return, backtest period (annualized) (backtest)

42.81%

—

Return, backtest period (cumulative) (backtest)

37k%

—

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

36.26%

4.85%

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

100.85%

4.53%

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

1.31%

—

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

13.82%

0.38%

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

0.33%

—

Return, trailing 1 year (backtest)

28.53%

—

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

28.53%

6.30%

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

2.11%

—

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

6.68%

1.75%

SPY annualized return over the backtest window (backtest)

14.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.82

—

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

0.92

9.16

Maximum drawdown, backtest period (backtest)

-52.30%

—

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

-39.35%

-0.53%

Sharpe ratio, backtest period (backtest)

1.02

—

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

0.86

3.47

Sortino ratio, backtest period (backtest)

1.43

—

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

1.21

—

Standard deviation, backtest period (backtest)

45.31%

—

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

52.29%

1.37%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

—

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