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Monthly Bitcoin 200-Day Trend (BITO or T-Bills) 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)

bitcoin, crypto, long-only, monthly rebalance, moving average, risk-on/risk-off, tactical allocation, trend-following

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)

0.08

—

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

0.93

—

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

0.34

—

Trading activity

Annualized turnover, backtest period (backtest)

1.20

—

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

1.46

—

Daily win rate, backtest period (backtest)

57.77%

—

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

58.61%

—

Backtest

Backtest final value (from $10,000)

$31k

—

Backtest regulatory fees

—

Backtest slippage cost

$23

—

Returns

Backtest length

1,049

—

Out-of-sample length

691

—

Return, backtest period (annualized) (backtest)

30.98%

—

Return, backtest period (cumulative) (backtest)

207.85%

—

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

19.84%

207.42%

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

64.39%

17.40%

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

0.64%

—

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

4.82%

17.20%

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

-2.48%

—

Return, trailing 1 year (backtest)

-23.66%

—

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

-23.66%

0.00%

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

-2.24%

—

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

6.68%

0.00%

SPY annualized return over the backtest window (backtest)

17.93%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.94

—

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

0.60

43.28

Maximum drawdown, backtest period (backtest)

-33.09%

—

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

-33.09%

-4.79%

Sharpe ratio, backtest period (backtest)

0.85

—

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

0.64

3.80

Sortino ratio, backtest period (backtest)

1.35

—

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

0.98

—

Standard deviation, backtest period (backtest)

42.40%

—

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

42.14%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance frequency

monthly

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