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QLD Nasdaq 2x Trend with PSQ and Treasury Hedge vs 50/50 Hedged Rotation and TQQQ Dip-Buy

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)

equities, leveraged etfs, mean reversion, risk management, tactical asset allocation, treasuries, trend-following, volatility 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)

-0.00

—

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

1.07

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

27.71

—

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

18.96

—

Daily win rate, backtest period (backtest)

53.90%

—

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

53.15%

—

Backtest

Backtest final value (from $10,000)

$5.0M

—

Backtest regulatory fees

$11k

—

Backtest slippage cost

$90k

—

Returns

Backtest length

4,629

—

Out-of-sample length

922

—

Return, backtest period (annualized) (backtest)

40.30%

—

Return, backtest period (cumulative) (backtest)

50k%

—

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

18.82%

3.62%

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

88.07%

2.81%

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

0.14%

—

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

-4.20%

0.34%

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

0.65%

—

Return, trailing 1 year (backtest)

18.80%

—

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

18.79%

86.44%

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

-1.29%

—

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

-4.82%

0.95%

SPY annualized return over the backtest window (backtest)

11.71%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.34

—

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

0.84

331.36

Maximum drawdown, backtest period (backtest)

-30.02%

—

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

-22.46%

-0.01%

Sharpe ratio, backtest period (backtest)

1.29

—

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

0.75

18.06

Sortino ratio, backtest period (backtest)

2.08

—

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

1.17

—

Standard deviation, backtest period (backtest)

29.56%

—

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

27.95%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.97

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

12.00%

9.00%

Rebalance frequency

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