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QQQ RSI Below 30: Buy TQQQ, Else T-Bills 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)

cash/t‑bills, leveraged etf (tqqq), nasdaq‑100 focus, rsi-based timing, tactical mean‑reversion

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)

0.84

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

9.38

—

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

10.25

—

Daily win rate, backtest period (backtest)

44.20%

—

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

79.92%

—

Backtest

Backtest final value (from $10,000)

$230k

—

Backtest regulatory fees

$416

—

Backtest slippage cost

$1,813

—

Returns

Backtest length

4,190

—

Out-of-sample length

787

—

Return, backtest period (annualized) (backtest)

20.75%

—

Return, backtest period (cumulative) (backtest)

2202%

—

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

28.72%

207.42%

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

120.21%

17.40%

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

0.04%

—

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

0.34%

17.20%

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

0.09%

—

Return, trailing 1 year (backtest)

32.28%

—

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

32.28%

0.00%

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

0.17%

—

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

10.59%

0.00%

SPY annualized return over the backtest window (backtest)

14.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.87

—

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

1.27

43.28

Maximum drawdown, backtest period (backtest)

-23.93%

—

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

-22.67%

-4.79%

Sharpe ratio, backtest period (backtest)

0.99

—

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

1.10

3.80

Sortino ratio, backtest period (backtest)

2.15

—

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

2.58

—

Standard deviation, backtest period (backtest)

21.27%

—

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

25.64%

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