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TQQQ Best with K-Wave Long-Term Variant 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)

leveraged tech etfs, semiconductor focus, tactical rotation, treasury hedging, trend + mean reversion, volatility-regime timing

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)

0.13

—

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)

44.92

—

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

40.99

—

Daily win rate, backtest period (backtest)

58.31%

—

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

55.47%

—

Backtest

Backtest final value (from $10,000)

$3.1B

—

Backtest regulatory fees

$5.0M

—

Backtest slippage cost

$48.0M

—

Returns

Backtest length

2,365

—

Out-of-sample length

988

—

Return, backtest period (annualized) (backtest)

284.91%

—

Return, backtest period (cumulative) (backtest)

31321k%

—

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

59.29%

67.14%

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

521.66%

4.80%

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

0.76%

—

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

10.40%

4.80%

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

0.10%

—

Return, trailing 1 year (backtest)

36.00%

—

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

35.97%

0.00%

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

2.07%

—

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

5.33%

0.00%

SPY annualized return over the backtest window (backtest)

15.20%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.76

—

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

1.38

53.07

Maximum drawdown, backtest period (backtest)

-49.44%

—

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

-42.83%

-1.27%

Sharpe ratio, backtest period (backtest)

2.39

—

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

1.15

4.69

Sortino ratio, backtest period (backtest)

4.72

—

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

1.80

—

Standard deviation, backtest period (backtest)

64.55%

—

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

52.38%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.48

—

Construction

Logic complexity (node count)

597

—

Rebalance corridor width

9.00%

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