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QQQ Trend with Volatility and 3x Dip Rebounds 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)

daily rebalance, leveraged/inverse etfs, mean-reversion, nasdaq-heavy, tactical, trend-following, volatility-hedge

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)

0.15

—

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

1.36

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

32.54

—

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

26.40

—

Daily win rate, backtest period (backtest)

56.79%

—

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

56.19%

—

Backtest

Backtest final value (from $10,000)

$4.4B

—

Backtest regulatory fees

$5.5M

—

Backtest slippage cost

$53.5M

—

Returns

Backtest length

3,775

—

Out-of-sample length

525

—

Return, backtest period (annualized) (backtest)

137.98%

—

Return, backtest period (cumulative) (backtest)

43861k%

—

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

39.29%

3.62%

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

99.72%

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)

24.71%

—

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

24.70%

86.44%

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

0.91%

—

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

10.28%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.60

—

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

1.65

331.36

Maximum drawdown, backtest period (backtest)

-30.01%

—

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

-23.83%

-0.01%

Sharpe ratio, backtest period (backtest)

2.16

—

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

1.02

18.06

Sortino ratio, backtest period (backtest)

4.80

—

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

1.82

—

Standard deviation, backtest period (backtest)

44.43%

—

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

39.92%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.98

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

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