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TQQQ 200-Day Trend with Leveraged ETF Risk On/Off 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)

defensive overlays, interest-rate timing, leveraged etfs, risk on/off, tactical rotation, tech-focused, trend-following, volatility hedging

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)

0.07

—

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

2.32

—

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

0.68

—

Trading activity

Annualized turnover, backtest period (backtest)

28.10

—

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

18.48

—

Daily win rate, backtest period (backtest)

57.91%

—

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

55.37%

—

Backtest

Backtest final value (from $10,000)

$66.4M

—

Backtest regulatory fees

$58k

—

Backtest slippage cost

$546k

—

Returns

Backtest length

1,832

—

Out-of-sample length

540

—

Return, backtest period (annualized) (backtest)

235.35%

—

Return, backtest period (cumulative) (backtest)

664k%

—

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

44.75%

3.62%

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

121.23%

2.81%

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

1.18%

—

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

10.68%

0.34%

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

0.51%

—

Return, trailing 1 year (backtest)

34.81%

—

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

34.80%

86.44%

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

1.94%

—

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

7.65%

0.95%

SPY annualized return over the backtest window (backtest)

16.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.16

—

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

1.00

331.36

Maximum drawdown, backtest period (backtest)

-45.62%

—

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

-44.94%

-0.01%

Sharpe ratio, backtest period (backtest)

2.21

—

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

0.94

18.06

Sortino ratio, backtest period (backtest)

4.04

—

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

1.48

—

Standard deviation, backtest period (backtest)

63.70%

—

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

55.46%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.63

—

Construction

Logic complexity (node count)

2,661

—

Rebalance corridor width

10.00%

9.00%

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