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Tech vs Utilities Managed Risk Switch vs Bond and Defensive Signals Gate for TQQQ

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, defensive, dollar, gold, leveraged etfs, risk-managed rotation, sector rotation, tactical allocation

bond signals, daily rebalance, defensive factor, leveraged etf, nasdaq-100, risk-on/off, tactical momentum, trend following

Asset classes / instruments

equities

Market-relative

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

0.17

—

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

0.82

—

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

0.53

—

Trading activity

Annualized turnover, backtest period (backtest)

32.36

—

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

36.45

—

Daily win rate, backtest period (backtest)

56.08%

—

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

56.14%

—

Backtest

Backtest final value (from $10,000)

$711k

—

Backtest regulatory fees

$2,255

—

Backtest slippage cost

$17k

—

Returns

Backtest length

4,169

—

Out-of-sample length

944

—

Return, backtest period (annualized) (backtest)

29.39%

—

Return, backtest period (cumulative) (backtest)

7007%

—

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

36.83%

207.42%

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

224.07%

17.40%

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

0.25%

—

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

-2.99%

17.20%

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

0.88%

—

Return, trailing 1 year (backtest)

14.21%

—

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

14.21%

0.00%

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

0.45%

—

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

-5.06%

0.00%

SPY annualized return over the backtest window (backtest)

14.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.94

—

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

1.76

43.28

Maximum drawdown, backtest period (backtest)

-31.15%

—

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

-20.89%

-4.79%

Sharpe ratio, backtest period (backtest)

1.29

—

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

1.49

3.80

Sortino ratio, backtest period (backtest)

1.99

—

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

2.33

—

Standard deviation, backtest period (backtest)

21.82%

—

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

22.84%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.27

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

25.00%

—

Rebalance frequency

none

daily

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