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Protected 3x S&P/Nasdaq with Fund Surfing Rebounds 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)

leveraged etfs, mean reversion + trend, multi-asset, rising-rate hedge, risk-on/off, volatility-aware

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)

0.00

—

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

1.22

—

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

0.47

—

Trading activity

Annualized turnover, backtest period (backtest)

52.67

—

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

58.22

—

Daily win rate, backtest period (backtest)

55.42%

—

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

54.10%

—

Backtest

Backtest final value (from $10,000)

$13.8M

—

Backtest regulatory fees

$71k

—

Backtest slippage cost

$621k

—

Returns

Backtest length

3,165

—

Out-of-sample length

830

—

Return, backtest period (annualized) (backtest)

77.79%

—

Return, backtest period (cumulative) (backtest)

138k%

—

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

18.35%

207.42%

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

74.30%

17.40%

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

-0.56%

—

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

2.80%

17.20%

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

1.70%

—

Return, trailing 1 year (backtest)

2.11%

—

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

2.07%

0.00%

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

2.33%

—

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

9.96%

0.00%

SPY annualized return over the backtest window (backtest)

13.93%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.27

—

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

0.30

43.28

Maximum drawdown, backtest period (backtest)

-61.21%

—

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

-61.21%

-4.79%

Sharpe ratio, backtest period (backtest)

1.74

—

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

0.63

3.80

Sortino ratio, backtest period (backtest)

2.74

—

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

0.84

—

Standard deviation, backtest period (backtest)

37.07%

—

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

38.88%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.27

—

Construction

Logic complexity (node count)

—

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