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Simple Path QQQ: Trend with Staples, Gold/TIPS and TQQQ Dips vs Better Than a CD: Tech Trend with T-Bill Defense

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 dip-buying, multi-asset etfs, risk-on/risk-off, tactical allocation, trend-following, volatility filter

bonds/gold, inverse/short, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, trend-following, volatility hedged

Asset classes / instruments

equities

Market-relative

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

0.04

—

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

0.88

—

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

0.90

—

Trading activity

Annualized turnover, backtest period (backtest)

6.76

—

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

4.55

—

Daily win rate, backtest period (backtest)

55.67%

—

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

56.00%

—

Backtest

Backtest final value (from $10,000)

$162k

—

Backtest regulatory fees

$128

—

Backtest slippage cost

$933

—

Returns

Backtest length

3,954

—

Out-of-sample length

859

—

Return, backtest period (annualized) (backtest)

19.41%

—

Return, backtest period (cumulative) (backtest)

1518%

—

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

24.53%

4.85%

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

111.40%

4.53%

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

0.57%

—

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

2.35%

0.38%

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

0.53%

—

Return, trailing 1 year (backtest)

15.01%

—

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

15.01%

6.30%

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

0.45%

—

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

2.75%

1.75%

SPY annualized return over the backtest window (backtest)

14.17%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.04

—

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

2.08

9.16

Maximum drawdown, backtest period (backtest)

-18.66%

—

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

-11.82%

-0.53%

Sharpe ratio, backtest period (backtest)

1.17

—

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

1.58

3.47

Sortino ratio, backtest period (backtest)

1.72

—

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

2.47

—

Standard deviation, backtest period (backtest)

16.29%

—

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

14.59%

1.37%

Quality

Community review status

ACTIVE

—

Holdings

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

0.35

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

—

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