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T-Bills with Selective 3x Equity ETF Entries vs 50/50 Hedged Rotation and TQQQ Dip-Buy

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Cash / T-bills

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Leverage use

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Trading signal

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Trading signal: Relative strength vs another asset

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Trading signal: Trend (moving averages)

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Trading signal: Volatility regime (VIX)

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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, risk-on/risk-off, tactical, tech-heavy, trend + mean reversion, volatility filters

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)

-0.04

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

1.50

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

0.83

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Trading activity

Annualized turnover, backtest period (backtest)

29.07

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

30.74

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Daily win rate, backtest period (backtest)

56.84%

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

58.02%

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Backtest

Backtest final value (from $10,000)

$4.9M

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Backtest regulatory fees

$11k

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Backtest slippage cost

$87k

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Returns

Backtest length

3,649

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Out-of-sample length

717

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Return, backtest period (annualized) (backtest)

53.41%

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Return, backtest period (cumulative) (backtest)

49k%

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

26.81%

3.62%

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

96.76%

2.81%

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

0.02%

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

3.20%

0.34%

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

0.11%

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Return, trailing 1 year (backtest)

23.63%

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

23.62%

86.44%

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

0.13%

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

7.97%

0.95%

SPY annualized return over the backtest window (backtest)

14.55%

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Risk metrics

Calmar ratio, backtest period (backtest)

1.89

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

0.95

331.36

Maximum drawdown, backtest period (backtest)

-28.22%

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

-28.23%

-0.01%

Sharpe ratio, backtest period (backtest)

1.85

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

1.00

18.06

Sortino ratio, backtest period (backtest)

3.09

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

1.49

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Standard deviation, backtest period (backtest)

24.82%

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

27.65%

0.20%

Quality

Community review status

ACTIVE

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Holdings

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

0.42

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Construction

Logic complexity (node count)

1,469

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Rebalance corridor width

5.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

—

Watchers

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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