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Stress-Gauged TQQQ and 3x Emerging Markets Switch vs Rising Rates Volatility Switch Risk-Parity Mix

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 hedges, emerging markets, leveraged etfs, nasdaq 100, tactical allocation, trend and mean reversion, volatility regimes

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.85

—

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

0.49

—

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

0.12

—

Trading activity

Annualized turnover, backtest period (backtest)

43.51

—

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

46.38

—

Daily win rate, backtest period (backtest)

53.80%

—

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

53.62%

—

Backtest

Backtest final value (from $10,000)

$364.6M

—

Backtest regulatory fees

$563k

—

Backtest slippage cost

$5.4M

—

Returns

Backtest length

3,790

—

Out-of-sample length

690

—

Return, backtest period (annualized) (backtest)

101.02%

—

Return, backtest period (cumulative) (backtest)

3646k%

—

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

113.00%

3.62%

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

695.11%

2.81%

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

3.08%

—

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

8.52%

0.34%

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

-1.76%

—

Return, trailing 1 year (backtest)

75.24%

—

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

75.19%

6.30%

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

7.52%

—

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

56.89%

0.95%

SPY annualized return over the backtest window (backtest)

15.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.74

—

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

1.95

331.36

Maximum drawdown, backtest period (backtest)

-57.99%

—

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

-57.99%

-0.01%

Sharpe ratio, backtest period (backtest)

1.45

—

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

1.52

18.06

Sortino ratio, backtest period (backtest)

2.27

—

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

2.44

—

Standard deviation, backtest period (backtest)

60.59%

—

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

62.66%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

480

—

Watchers

121

—

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