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QQQ vs QQQE Mega-Cap Leadership Rotation vs Bond and Defensive Signals Gate for TQQQ

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)

defensive rotation, leveraged etfs, mega-cap tilt, momentum, rate/regime filter, tactical allocation

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)

0.13

—

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

1.20

—

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

0.71

—

Trading activity

Annualized turnover, backtest period (backtest)

27.78

—

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

25.05

—

Daily win rate, backtest period (backtest)

55.09%

—

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

56.78%

—

Backtest

Backtest final value (from $10,000)

$157k

—

Backtest regulatory fees

$428

—

Backtest slippage cost

$2,661

—

Returns

Backtest length

3,220

—

Out-of-sample length

701

—

Return, backtest period (annualized) (backtest)

24.03%

—

Return, backtest period (cumulative) (backtest)

1469%

—

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

40.88%

207.42%

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

159.83%

17.40%

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

0.61%

—

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

8.31%

17.20%

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

0.58%

—

Return, trailing 1 year (backtest)

25.53%

—

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

25.53%

0.00%

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

1.56%

—

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

9.70%

0.00%

SPY annualized return over the backtest window (backtest)

13.99%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.41

—

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

2.26

43.28

Maximum drawdown, backtest period (backtest)

-59.16%

—

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

-18.07%

-4.79%

Sharpe ratio, backtest period (backtest)

0.90

—

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

1.44

3.80

Sortino ratio, backtest period (backtest)

1.30

—

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

2.33

—

Standard deviation, backtest period (backtest)

28.32%

—

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

26.18%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.22

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

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