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Simplified QQQ Trend with Anti-Beta and Oversold Tech Buys vs Better Than a CD: Tech Trend with T-Bill Defense

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)

daily rebalance, defensive hedging, momentum/mean‑reversion, qqq‑centric, regime filter, tactical allocation, tech‑tilt

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)

0.08

—

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

0.97

—

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

0.71

—

Trading activity

Annualized turnover, backtest period (backtest)

20.88

—

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

12.26

—

Daily win rate, backtest period (backtest)

55.91%

—

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

56.65%

—

Backtest

Backtest final value (from $10,000)

$873k

—

Backtest regulatory fees

$1,326

—

Backtest slippage cost

$10k

—

Returns

Backtest length

3,790

—

Out-of-sample length

699

—

Return, backtest period (annualized) (backtest)

34.59%

—

Return, backtest period (cumulative) (backtest)

8630%

—

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

28.51%

4.85%

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

100.72%

4.53%

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

0.49%

—

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

4.99%

0.38%

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

0.23%

—

Return, trailing 1 year (backtest)

17.77%

—

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

17.77%

6.30%

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

0.91%

—

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

3.98%

1.75%

SPY annualized return over the backtest window (backtest)

15.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.16

—

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

1.78

9.16

Maximum drawdown, backtest period (backtest)

-16.01%

—

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

-16.01%

-0.53%

Sharpe ratio, backtest period (backtest)

1.65

—

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

1.29

3.47

Sortino ratio, backtest period (backtest)

2.57

—

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

2.00

—

Standard deviation, backtest period (backtest)

19.18%

—

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

21.15%

1.37%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

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