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QQQ Risk Scaling to T-Bills or 3x QQQ by RSI vs Domestic Leveraged Sector Trend Rotation

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)

contrarian, etf rotation, leveraged etf, nasdaq-100 focus, risk-on/risk-off, rsi-based, tactical allocation

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

-0.02

—

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

1.56

—

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

0.94

—

Trading activity

Annualized turnover, backtest period (backtest)

9.49

—

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

9.57

—

Daily win rate, backtest period (backtest)

55.87%

—

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

57.02%

—

Backtest

Backtest final value (from $10,000)

$352k

—

Backtest regulatory fees

$484

—

Backtest slippage cost

$2,861

—

Returns

Backtest length

4,190

—

Out-of-sample length

840

—

Return, backtest period (annualized) (backtest)

23.87%

—

Return, backtest period (cumulative) (backtest)

3418%

—

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

30.79%

67.14%

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

144.95%

4.80%

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

0.49%

—

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

5.39%

4.80%

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

0.28%

—

Return, trailing 1 year (backtest)

29.50%

—

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

29.50%

0.00%

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

0.96%

—

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

5.10%

0.00%

SPY annualized return over the backtest window (backtest)

14.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.68

—

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

1.08

53.07

Maximum drawdown, backtest period (backtest)

-35.24%

—

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

-28.48%

-1.27%

Sharpe ratio, backtest period (backtest)

0.98

—

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

1.21

4.69

Sortino ratio, backtest period (backtest)

1.47

—

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

1.98

—

Standard deviation, backtest period (backtest)

24.92%

—

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

24.69%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.88

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

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