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Compare investment strategies

TQQQ 15/15 Blend with SQQQ Dash and T-Bill Parking vs Domestic Leveraged Sector Trend Rotation

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)

bond signals, inverse hedging, k‑1 free, leveraged etfs, tactical allocation, tech/semis tilt, trend + mean reversion

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.19

—

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

2.21

—

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

0.53

—

Trading activity

Annualized turnover, backtest period (backtest)

65.91

—

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

57.69

—

Daily win rate, backtest period (backtest)

55.80%

—

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

54.60%

—

Backtest

Backtest final value (from $10,000)

$15.8B

—

Backtest regulatory fees

$40.5M

—

Backtest slippage cost

$390.8M

—

Returns

Backtest length

3,199

—

Out-of-sample length

793

—

Return, backtest period (annualized) (backtest)

207.69%

—

Return, backtest period (cumulative) (backtest)

157853k%

—

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

56.46%

67.14%

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

309.75%

4.80%

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

-0.50%

—

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

6.79%

4.80%

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

-1.95%

—

Return, trailing 1 year (backtest)

12.05%

—

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

12.03%

0.00%

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

-0.95%

—

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

26.45%

0.00%

SPY annualized return over the backtest window (backtest)

13.92%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.91

—

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

1.25

53.07

Maximum drawdown, backtest period (backtest)

-71.34%

—

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

-45.10%

-1.27%

Sharpe ratio, backtest period (backtest)

2.10

—

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

1.01

4.69

Sortino ratio, backtest period (backtest)

3.69

—

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

1.69

—

Standard deviation, backtest period (backtest)

62.63%

—

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

62.97%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.51

—

Construction

Logic complexity (node count)

399

—

Rebalance corridor width

5.00%

1.00%

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