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TQQQ Broken Up Regime Switch with Treasury Safe Asset vs Rising Rates Volatility Switch Risk-Parity Mix

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)

bear-market-hedge, bonds, buy-the-dip, leveraged-etfs, momentum, regime-switching, tech-heavy, trend-following, volatility-hedge

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.17

—

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

0.95

—

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

0.65

—

Trading activity

Annualized turnover, backtest period (backtest)

23.88

—

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

23.88

—

Daily win rate, backtest period (backtest)

55.38%

—

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

55.64%

—

Backtest

Backtest final value (from $10,000)

$18k

—

Backtest regulatory fees

$14

—

Backtest slippage cost

$91

—

Returns

Backtest length

390

—

Out-of-sample length

390

—

Return, backtest period (annualized) (backtest)

43.55%

—

Return, backtest period (cumulative) (backtest)

75.24%

—

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

43.59%

3.62%

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

75.30%

2.81%

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

0.30%

—

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

4.92%

0.34%

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

-1.54%

—

Return, trailing 1 year (backtest)

53.57%

—

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

53.61%

6.30%

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

0.09%

—

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

10.32%

0.95%

SPY annualized return over the backtest window (backtest)

24.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.88

—

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

2.89

331.36

Maximum drawdown, backtest period (backtest)

-15.10%

—

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

-15.10%

-0.01%

Sharpe ratio, backtest period (backtest)

1.57

—

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

1.57

18.06

Sortino ratio, backtest period (backtest)

2.90

—

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

2.90

—

Standard deviation, backtest period (backtest)

24.97%

—

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

24.97%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.60

—

Construction

Logic complexity (node count)

328

—

Rebalance corridor width

6.00%

5.00%

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