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Rising Rates 3x Tech/Treasury Mix with Volatility Switch 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 overlay, leveraged etfs, macro/rates, risk parity, tactical asset allocation, volatility targeting

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)

0.01

—

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

0.77

—

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

0.60

—

Trading activity

Annualized turnover, backtest period (backtest)

18.03

—

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

16.84

—

Daily win rate, backtest period (backtest)

56.07%

—

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

53.81%

—

Backtest

Backtest final value (from $10,000)

$238k

—

Backtest regulatory fees

$736

—

Backtest slippage cost

$4,977

—

Returns

Backtest length

4,145

—

Out-of-sample length

1,167

—

Return, backtest period (annualized) (backtest)

21.26%

—

Return, backtest period (cumulative) (backtest)

2284%

—

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

11.30%

207.42%

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

64.26%

17.40%

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

0.61%

—

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

-6.71%

17.20%

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

1.17%

—

Return, trailing 1 year (backtest)

-22.46%

—

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

-22.46%

0.00%

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

0.11%

—

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

-14.02%

0.00%

SPY annualized return over the backtest window (backtest)

14.05%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.78

—

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

0.41

43.28

Maximum drawdown, backtest period (backtest)

-27.30%

—

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

-27.30%

-4.79%

Sharpe ratio, backtest period (backtest)

1.06

—

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

0.60

3.80

Sortino ratio, backtest period (backtest)

1.54

—

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

0.87

—

Standard deviation, backtest period (backtest)

20.08%

—

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

21.92%

31.69%

Holdings

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

0.36

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

daily

Popularity

Remixes (copies)

3,374

—

Watchers

2,094

—

Risk score

Risk rating (Composer data field)

Aggressive

—

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