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Nasdaq Dip Buys in TQQQ, Else Bonds/QQQM 60/40 vs Domestic Leveraged Sector Trend Rotation

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)

bonds, dip-buying, leveraged etfs, nasdaq-100, risk-on/risk-off, tactical allocation

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.14

—

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

1.07

—

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

0.62

—

Trading activity

Annualized turnover, backtest period (backtest)

17.23

—

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

10.65

—

Daily win rate, backtest period (backtest)

54.90%

—

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

53.36%

—

Backtest

Backtest final value (from $10,000)

$46k

—

Backtest regulatory fees

$47

—

Backtest slippage cost

$351

—

Returns

Backtest length

1,510

—

Out-of-sample length

298

—

Return, backtest period (annualized) (backtest)

29.10%

—

Return, backtest period (cumulative) (backtest)

362.50%

—

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

33.30%

67.14%

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

39.68%

4.80%

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

-1.01%

—

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

1.71%

4.80%

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

1.58%

—

Return, trailing 1 year (backtest)

37.28%

—

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

36.06%

0.00%

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

1.10%

—

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

3.70%

0.00%

SPY annualized return over the backtest window (backtest)

15.51%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.74

—

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

3.56

53.07

Maximum drawdown, backtest period (backtest)

-39.14%

—

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

-9.37%

-1.27%

Sharpe ratio, backtest period (backtest)

1.07

—

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

1.45

4.69

Sortino ratio, backtest period (backtest)

2.02

—

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

3.08

—

Standard deviation, backtest period (backtest)

27.10%

—

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

21.43%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.54

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

1.00%

Rebalance frequency

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