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QQQ Trend with Treasury Hedge and Inverse Funds vs Rising Rates Volatility Switch Risk-Parity Mix

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)

bear protection, daily rebalance, leveraged/inverse etfs, nasdaq-100, rules-based, treasuries, trend + mean reversion

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.06

—

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

1.16

—

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

0.69

—

Trading activity

Annualized turnover, backtest period (backtest)

28.40

—

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

24.53

—

Daily win rate, backtest period (backtest)

57.18%

—

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

55.57%

—

Backtest

Backtest final value (from $10,000)

$3.8M

—

Backtest regulatory fees

$6,549

—

Backtest slippage cost

$56k

—

Returns

Backtest length

3,711

—

Out-of-sample length

673

—

Return, backtest period (annualized) (backtest)

49.74%

—

Return, backtest period (cumulative) (backtest)

38k%

—

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

29.12%

3.62%

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

98.11%

2.81%

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

0.49%

—

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

4.99%

0.34%

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

0.23%

—

Return, trailing 1 year (backtest)

39.69%

—

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

39.68%

6.30%

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

0.91%

—

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

3.98%

0.95%

SPY annualized return over the backtest window (backtest)

15.01%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.55

—

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

1.26

331.36

Maximum drawdown, backtest period (backtest)

-32.08%

—

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

-23.11%

-0.01%

Sharpe ratio, backtest period (backtest)

1.73

—

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

1.11

18.06

Sortino ratio, backtest period (backtest)

2.92

—

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

1.90

—

Standard deviation, backtest period (backtest)

25.22%

—

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

26.06%

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)

108

—

Rebalance corridor width

—

5.00%

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