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K-1 Free TQQQ Uptrend with PSQ/SOXS and VXX Panic vs 50/50 Hedged Rotation and TQQQ Dip-Buy

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)

bond signals, daily rebalance, leveraged/inverse etfs, mean reversion, regime switching, tactical, trend-following, volatility hedge

leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.15

—

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

1.54

—

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

0.43

—

Trading activity

Annualized turnover, backtest period (backtest)

76.07

—

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

52.47

—

Daily win rate, backtest period (backtest)

55.13%

—

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

49.43%

—

Backtest

Backtest final value (from $10,000)

$11.4B

—

Backtest regulatory fees

$24.6M

—

Backtest slippage cost

$236.5M

—

Returns

Backtest length

2,193

—

Out-of-sample length

706

—

Return, backtest period (annualized) (backtest)

396.10%

—

Return, backtest period (cumulative) (backtest)

113720k%

—

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

35.72%

3.62%

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

135.56%

2.81%

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

-0.43%

—

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

9.07%

0.34%

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

-0.15%

—

Return, trailing 1 year (backtest)

56.36%

—

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

56.31%

86.44%

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

-0.63%

—

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

27.92%

0.95%

SPY annualized return over the backtest window (backtest)

14.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

10.23

—

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

0.95

331.36

Maximum drawdown, backtest period (backtest)

-38.70%

—

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

-37.56%

-0.01%

Sharpe ratio, backtest period (backtest)

2.69

—

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

0.82

18.06

Sortino ratio, backtest period (backtest)

4.90

—

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

1.29

—

Standard deviation, backtest period (backtest)

68.09%

—

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

55.67%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

213

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

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