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Pops: TECL or T-Bills Risk Timer 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)

daily rebalance, leveraged etfs, risk-on/risk-off, tactical allocation, tech-focused, trend + mean reversion, volatility filters

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)

0.11

—

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

1.09

—

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

0.41

—

Trading activity

Annualized turnover, backtest period (backtest)

57.80

—

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

63.52

—

Daily win rate, backtest period (backtest)

48.97%

—

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

66.75%

—

Backtest

Backtest final value (from $10,000)

$50.0M

—

Backtest regulatory fees

$183k

—

Backtest slippage cost

$1.7M

—

Returns

Backtest length

3,649

—

Out-of-sample length

845

—

Return, backtest period (annualized) (backtest)

80.05%

—

Return, backtest period (cumulative) (backtest)

500k%

—

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

29.80%

207.42%

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

140.05%

17.40%

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

0.02%

—

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

8.66%

17.20%

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

0.07%

—

Return, trailing 1 year (backtest)

20.32%

—

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

20.30%

0.00%

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

0.15%

—

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

3.59%

0.00%

SPY annualized return over the backtest window (backtest)

14.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.00

—

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

0.74

43.28

Maximum drawdown, backtest period (backtest)

-40.02%

—

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

-40.02%

-4.79%

Sharpe ratio, backtest period (backtest)

1.63

—

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

0.86

3.80

Sortino ratio, backtest period (backtest)

2.71

—

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

1.19

—

Standard deviation, backtest period (backtest)

41.12%

—

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

39.55%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

1,044

—

Rebalance frequency

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