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Overcompensating Safety Checks TQQQ Happier Version 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)

daily rebalance, leveraged etfs, momentum, risk management, tactical allocation, tech-heavy, trend-following, 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)

0.19

—

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

1.83

—

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

0.70

—

Trading activity

Annualized turnover, backtest period (backtest)

38.92

—

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

35.76

—

Daily win rate, backtest period (backtest)

57.67%

—

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

55.96%

—

Backtest

Backtest final value (from $10,000)

$1.6B

—

Backtest regulatory fees

$2.2M

—

Backtest slippage cost

$20.7M

—

Returns

Backtest length

2,778

—

Out-of-sample length

545

—

Return, backtest period (annualized) (backtest)

195.83%

—

Return, backtest period (cumulative) (backtest)

15653k%

—

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

64.09%

67.14%

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

192.41%

4.80%

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

0.21%

—

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

4.50%

4.80%

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

-0.22%

—

Return, trailing 1 year (backtest)

22.36%

—

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

22.34%

0.00%

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

0.15%

—

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

-1.73%

0.00%

SPY annualized return over the backtest window (backtest)

15.29%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.74

—

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

1.88

53.07

Maximum drawdown, backtest period (backtest)

-34.12%

—

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

-34.13%

-1.27%

Sharpe ratio, backtest period (backtest)

2.82

—

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

1.37

4.69

Sortino ratio, backtest period (backtest)

5.74

—

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

2.34

—

Standard deviation, backtest period (backtest)

41.38%

—

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

42.48%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.51

—

Construction

Logic complexity (node count)

5,189

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

209

—

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