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SPY 200-Day Trend for 3x Nasdaq or T-Bills 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, nasdaq 100, risk-on/risk-off, t-bills, tactical allocation, trend-following

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)

0.01

—

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

1.82

—

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

0.61

—

Trading activity

Annualized turnover, backtest period (backtest)

5.41

—

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

3.52

—

Daily win rate, backtest period (backtest)

53.65%

—

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

58.04%

—

Backtest

Backtest final value (from $10,000)

$1.6M

—

Backtest regulatory fees

$694

—

Backtest slippage cost

$3,929

—

Returns

Backtest length

4,196

—

Out-of-sample length

429

—

Return, backtest period (annualized) (backtest)

35.49%

—

Return, backtest period (cumulative) (backtest)

16k%

—

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

32.12%

3.62%

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

59.79%

2.81%

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

-7.60%

—

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

13.82%

0.34%

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

-11.27%

—

Return, trailing 1 year (backtest)

18.34%

—

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

35.46%

86.44%

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

-15.01%

—

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

6.68%

0.95%

SPY annualized return over the backtest window (backtest)

14.49%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.61

—

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

0.88

331.36

Maximum drawdown, backtest period (backtest)

-58.56%

—

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

-36.35%

-0.01%

Sharpe ratio, backtest period (backtest)

0.90

—

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

0.81

18.06

Sortino ratio, backtest period (backtest)

1.25

—

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

0.89

—

Standard deviation, backtest period (backtest)

45.71%

—

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

50.27%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

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