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Nasdaq RSI Timing with QLD, TQQQ and UVXY 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)

leveraged/inverse etfs, momentum & mean reversion, nasdaq/tech focus, rsi timing, tactical allocation, volatility hedging

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)

0.12

—

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

2.26

—

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

0.77

—

Trading activity

Annualized turnover, backtest period (backtest)

28.52

—

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

23.57

—

Daily win rate, backtest period (backtest)

54.54%

—

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

54.92%

—

Backtest

Backtest final value (from $10,000)

$405.0M

—

Backtest regulatory fees

$375k

—

Backtest slippage cost

$3.6M

—

Returns

Backtest length

3,775

—

Out-of-sample length

579

—

Return, backtest period (annualized) (backtest)

103.00%

—

Return, backtest period (cumulative) (backtest)

4050k%

—

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

51.73%

67.14%

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

161.08%

4.80%

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

0.90%

—

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

9.41%

4.80%

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

0.30%

—

Return, trailing 1 year (backtest)

37.67%

—

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

37.66%

0.00%

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

1.52%

—

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

11.93%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.13

—

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

1.64

53.07

Maximum drawdown, backtest period (backtest)

-32.93%

—

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

-31.58%

-1.27%

Sharpe ratio, backtest period (backtest)

1.71

—

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

1.10

4.69

Sortino ratio, backtest period (backtest)

3.17

—

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

1.87

—

Standard deviation, backtest period (backtest)

47.82%

—

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

47.96%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.95

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

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