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TQQQ/BIL Multi-Timeframe RSI Blend 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 etf, market timing, risk-on/risk-off, rsi-based, tactical allocation, tech-focused

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)

0.15

—

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

1.83

—

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

0.81

—

Trading activity

Annualized turnover, backtest period (backtest)

16.35

—

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

16.66

—

Daily win rate, backtest period (backtest)

54.42%

—

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

56.86%

—

Backtest

Backtest final value (from $10,000)

$1.3M

—

Backtest regulatory fees

$1,607

—

Backtest slippage cost

$11k

—

Returns

Backtest length

3,655

—

Out-of-sample length

255

—

Return, backtest period (annualized) (backtest)

39.75%

—

Return, backtest period (cumulative) (backtest)

13k%

—

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

52.91%

67.14%

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

52.40%

4.80%

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

0.01%

—

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

7.22%

4.80%

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

-0.06%

—

Return, trailing 1 year (backtest)

47.76%

—

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

52.40%

0.00%

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

-1.72%

—

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

9.78%

0.00%

SPY annualized return over the backtest window (backtest)

14.40%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.09

—

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

3.59

53.07

Maximum drawdown, backtest period (backtest)

-36.46%

—

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

-14.73%

-1.27%

Sharpe ratio, backtest period (backtest)

1.13

—

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

1.63

4.69

Sortino ratio, backtest period (backtest)

1.76

—

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

2.67

—

Standard deviation, backtest period (backtest)

34.92%

—

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

28.62%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.60

—

Construction

Logic complexity (node count)

353

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

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