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QLD Trend: 2x Nasdaq, PSQ Short or Cash 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, market timing, mean-reversion, moving averages, nasdaq-100, rsi, tactical asset allocation, trend-following

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)

1.89

—

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

0.76

—

Trading activity

Annualized turnover, backtest period (backtest)

17.05

—

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

9.39

—

Daily win rate, backtest period (backtest)

55.14%

—

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

55.12%

—

Backtest

Backtest final value (from $10,000)

$48.6M

—

Backtest regulatory fees

$28k

—

Backtest slippage cost

$256k

—

Returns

Backtest length

4,967

—

Out-of-sample length

537

—

Return, backtest period (annualized) (backtest)

53.82%

—

Return, backtest period (cumulative) (backtest)

486k%

—

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

44.83%

207.42%

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

120.50%

17.40%

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

0.90%

—

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

9.41%

17.20%

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

0.30%

—

Return, trailing 1 year (backtest)

31.28%

—

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

31.27%

0.00%

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

1.52%

—

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

5.70%

0.00%

SPY annualized return over the backtest window (backtest)

11.02%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.60

—

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

1.36

43.28

Maximum drawdown, backtest period (backtest)

-33.63%

—

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

-32.89%

-4.79%

Sharpe ratio, backtest period (backtest)

1.31

—

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

1.12

3.80

Sortino ratio, backtest period (backtest)

1.99

—

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

1.71

—

Standard deviation, backtest period (backtest)

38.40%

—

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

40.37%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

—

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