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Safety-First Defense with Leveraged Tech Rallies vs Bond and Defensive Signals Gate for TQQQ

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

crash-protection, defensive, leveraged etfs, mean-reversion, multi-asset, tactical allocation, trend-following, volatility-hedged

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)

0.15

—

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

0.44

—

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

0.51

—

Trading activity

Annualized turnover, backtest period (backtest)

95.85

—

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

100.74

—

Daily win rate, backtest period (backtest)

60.47%

—

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

56.06%

—

Backtest

Backtest final value (from $10,000)

$1.7M

—

Backtest regulatory fees

$11k

—

Backtest slippage cost

$91k

—

Returns

Backtest length

1,834

—

Out-of-sample length

487

—

Return, backtest period (annualized) (backtest)

102.77%

—

Return, backtest period (cumulative) (backtest)

17k%

—

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

23.59%

207.42%

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

49.94%

17.40%

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

-0.58%

—

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

-0.37%

17.20%

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

0.93%

—

Return, trailing 1 year (backtest)

21.57%

—

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

18.56%

0.00%

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

1.95%

—

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

7.86%

0.00%

SPY annualized return over the backtest window (backtest)

15.59%

—

Risk metrics

Calmar ratio, backtest period (backtest)

9.92

—

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

3.48

43.28

Maximum drawdown, backtest period (backtest)

-10.36%

—

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

-6.79%

-4.79%

Sharpe ratio, backtest period (backtest)

3.55

—

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

1.54

3.80

Sortino ratio, backtest period (backtest)

8.46

—

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

2.55

—

Standard deviation, backtest period (backtest)

20.50%

—

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

14.42%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.17

—

Construction

Logic complexity (node count)

2,118

—

Rebalance frequency

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