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Nasdaq TQQQ/SOXL Switch with BTAL and SQQQ Defense 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)

bond-signal overlay, daily tactical, leveraged etfs, tech/semis focus, trend + mean reversion, volatility filters

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)

0.38

—

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

1.67

—

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

0.40

—

Trading activity

Annualized turnover, backtest period (backtest)

72.14

—

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

77.32

—

Daily win rate, backtest period (backtest)

53.80%

—

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

53.56%

—

Backtest

Backtest final value (from $10,000)

$3.2B

—

Backtest regulatory fees

$9.6M

—

Backtest slippage cost

$92.5M

—

Returns

Backtest length

3,790

—

Out-of-sample length

717

—

Return, backtest period (annualized) (backtest)

132.43%

—

Return, backtest period (cumulative) (backtest)

32394k%

—

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

72.92%

67.14%

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

376.09%

4.80%

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

-1.51%

—

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

14.05%

4.80%

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

-0.02%

—

Return, trailing 1 year (backtest)

23.75%

—

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

23.70%

0.00%

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

0.89%

—

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

41.19%

0.00%

SPY annualized return over the backtest window (backtest)

15.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.04

—

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

1.67

53.07

Maximum drawdown, backtest period (backtest)

-43.59%

—

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

-43.59%

-1.27%

Sharpe ratio, backtest period (backtest)

1.82

—

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

1.16

4.69

Sortino ratio, backtest period (backtest)

3.31

—

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

2.09

—

Standard deviation, backtest period (backtest)

54.04%

—

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

63.82%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.86

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

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