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QLD Golden Standard Trend Switch with Defensive Rotation vs 50/50 Hedged Rotation and TQQQ Dip-Buy

Every published figureShow 28 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-on/off, tactical allocation, trend filter

leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.17

—

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

1.71

—

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

0.70

—

Trading activity

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

33.75

—

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

54.69%

—

Risk metrics

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

1.80

331.36

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

-30.63%

-0.01%

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

1.37

18.06

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

2.16

—

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

37.09%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Returns

Out-of-sample length

799

—

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

55.04%

3.62%

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

302.37%

2.81%

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

0.90%

—

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

9.41%

0.34%

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

0.30%

—

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

62.75%

86.44%

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

1.52%

—

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

5.70%

0.95%

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