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Sometimes TQQQ: Big-Tech Uptrends with Defensive Switches 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 vs stocks, daily rebalanced, leveraged etfs, mean-reversion, tactical, trend-following, volatility hedging

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)

0.26

—

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

1.83

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

65.57

—

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

61.43

—

Daily win rate, backtest period (backtest)

59.20%

—

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

55.68%

—

Backtest

Backtest final value (from $10,000)

$91.0B

—

Backtest regulatory fees

$202.8M

—

Backtest slippage cost

$2.0B

—

Returns

Backtest length

3,752

—

Out-of-sample length

449

—

Return, backtest period (annualized) (backtest)

193.26%

—

Return, backtest period (cumulative) (backtest)

909527k%

—

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

56.74%

3.62%

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

123.11%

2.81%

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

-0.80%

—

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

-9.58%

0.34%

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

-0.16%

—

Return, trailing 1 year (backtest)

47.73%

—

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

47.68%

86.44%

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

-2.09%

—

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

-5.23%

0.95%

SPY annualized return over the backtest window (backtest)

15.04%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.88

—

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

1.77

331.36

Maximum drawdown, backtest period (backtest)

-32.86%

—

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

-32.13%

-0.01%

Sharpe ratio, backtest period (backtest)

2.93

—

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

1.10

18.06

Sortino ratio, backtest period (backtest)

5.49

—

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

2.00

—

Standard deviation, backtest period (backtest)

39.33%

—

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

52.84%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.51

—

Construction

Logic complexity (node count)

662

—

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