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TQQQ Dip Buying, VIX Filter, TLT Defense vs Domestic Leveraged Sector Trend Rotation

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Bonds / Treasuries

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Hedge / defensive overlay: Inverse / short exposure

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Hedge / defensive overlay: Volatility products (VIX)

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Leverage use

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Trading signal: RSI overbought / oversold

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Trading signal: Trend (moving averages)

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Weighting scheme

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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 etfs, mean reversion, risk-on/off, tactical allocation, tech-heavy, trend-following, volatility 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)

0.23

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

2.07

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

0.64

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Trading activity

Annualized turnover, backtest period (backtest)

49.08

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

46.48

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Daily win rate, backtest period (backtest)

57.32%

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

56.04%

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Backtest

Backtest final value (from $10,000)

$6.2B

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Backtest regulatory fees

$9.7M

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Backtest slippage cost

$93.4M

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Returns

Backtest length

3,765

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Out-of-sample length

985

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Return, backtest period (annualized) (backtest)

144.09%

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Return, backtest period (cumulative) (backtest)

61920k%

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

74.44%

67.14%

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

782.08%

4.80%

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

-0.14%

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

-0.86%

4.80%

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

-0.19%

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Return, trailing 1 year (backtest)

80.83%

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

80.80%

0.00%

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

0.21%

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

9.90%

0.00%

SPY annualized return over the backtest window (backtest)

15.16%

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Risk metrics

Calmar ratio, backtest period (backtest)

3.52

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

1.82

53.07

Maximum drawdown, backtest period (backtest)

-40.93%

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

-40.93%

-1.27%

Sharpe ratio, backtest period (backtest)

2.02

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

1.36

4.69

Sortino ratio, backtest period (backtest)

3.78

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

2.21

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Standard deviation, backtest period (backtest)

50.11%

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

49.75%

11.60%

Quality

Community review status

ACTIVE

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Holdings

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

0.39

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Construction

Logic complexity (node count)

482

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Rebalance corridor width

5.00%

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

—

Watchers

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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