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TQQQ and Ken Luu Combine: 3x Uptrends with Defensive Hedges 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)

hedging, leveraged etfs, mean-reversion, risk-on/risk-off, tactical, tech-heavy, trend-following

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)

-0.10

—

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

2.54

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

51.88

—

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

55.81

—

Daily win rate, backtest period (backtest)

56.52%

—

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

54.46%

—

Backtest

Backtest final value (from $10,000)

$307.1B

—

Backtest regulatory fees

$1.2B

—

Backtest slippage cost

$6.3B

—

Returns

Backtest length

3,765

—

Out-of-sample length

1,008

—

Return, backtest period (annualized) (backtest)

216.96%

—

Return, backtest period (cumulative) (backtest)

3071122k%

—

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

21.38%

3.62%

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

117.26%

2.81%

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

0.48%

—

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

-3.06%

0.34%

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

0.07%

—

Return, trailing 1 year (backtest)

-34.42%

—

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

-34.95%

86.44%

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

-1.18%

—

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

-2.72%

0.95%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.66

—

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

0.36

331.36

Maximum drawdown, backtest period (backtest)

-59.22%

—

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

-59.34%

-0.01%

Sharpe ratio, backtest period (backtest)

2.00

—

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

0.62

18.06

Sortino ratio, backtest period (backtest)

3.51

—

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

0.93

—

Standard deviation, backtest period (backtest)

69.43%

—

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

71.67%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.57

—

Construction

Logic complexity (node count)

193

—

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