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Rotating Super TQQQ with Sector and 3x Treasury Rotation 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)

bonds, cash/t-bills, gold, leveraged etfs, momentum, risk-on/risk-off, sector rotation, tactical, trend following

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)

0.03

—

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

2.56

—

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

0.85

—

Trading activity

Annualized turnover, backtest period (backtest)

11.36

—

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

10.46

—

Daily win rate, backtest period (backtest)

56.85%

—

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

56.40%

—

Backtest

Backtest final value (from $10,000)

$12.1M

—

Backtest regulatory fees

$7,973

—

Backtest slippage cost

$60k

—

Returns

Backtest length

4,190

—

Out-of-sample length

539

—

Return, backtest period (annualized) (backtest)

53.24%

—

Return, backtest period (cumulative) (backtest)

121k%

—

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

47.99%

3.62%

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

131.61%

2.81%

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

1.07%

—

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

12.29%

0.34%

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

0.60%

—

Return, trailing 1 year (backtest)

40.60%

—

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

40.59%

86.44%

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

2.34%

—

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

9.99%

0.95%

SPY annualized return over the backtest window (backtest)

14.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.40

—

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

1.27

331.36

Maximum drawdown, backtest period (backtest)

-37.91%

—

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

-37.91%

-0.01%

Sharpe ratio, backtest period (backtest)

1.30

—

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

1.03

18.06

Sortino ratio, backtest period (backtest)

2.02

—

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

1.69

—

Standard deviation, backtest period (backtest)

38.45%

—

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

49.14%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.50

—

Construction

Logic complexity (node count)

155

—

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