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Sometimes TQQQ: One-ETF Switch with Hedges, Gold and UVXY 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)

leveraged etfs, momentum, regime switching, tactical asset allocation, 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)

0.10

—

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

2.25

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

67.55

—

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

61.02

—

Daily win rate, backtest period (backtest)

57.59%

—

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

55.57%

—

Backtest

Backtest final value (from $10,000)

$27897.3B

—

Backtest regulatory fees

$6.1B

—

Backtest slippage cost

$7.0B

—

Returns

Backtest length

3,775

—

Out-of-sample length

574

—

Return, backtest period (annualized) (backtest)

326.94%

—

Return, backtest period (cumulative) (backtest)

278973094k%

—

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

37.44%

3.62%

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

106.60%

2.81%

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

-1.26%

—

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

-13.43%

0.34%

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

-0.51%

—

Return, trailing 1 year (backtest)

52.83%

—

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

50.59%

86.44%

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

-2.37%

—

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

-16.58%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

7.17

—

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

0.81

331.36

Maximum drawdown, backtest period (backtest)

-45.58%

—

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

-46.09%

-0.01%

Sharpe ratio, backtest period (backtest)

2.76

—

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

0.81

18.06

Sortino ratio, backtest period (backtest)

5.38

—

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

1.25

—

Standard deviation, backtest period (backtest)

58.68%

—

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

62.90%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

189

—

Rebalance corridor width

5.00%

9.00%

Rebalance frequency

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