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TQQQ Dip Buying with Mega-Cap Tech and Treasury Hedge 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)

bonds hedge, leveraged etfs, mega-cap tech rotation, momentum, nasdaq-100, risk-on/risk-off, shorting, tactical, trend-following, volatility hedge

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)

0.15

—

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

1.68

—

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

0.55

—

Trading activity

Annualized turnover, backtest period (backtest)

56.33

—

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

58.39

—

Daily win rate, backtest period (backtest)

56.23%

—

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

56.36%

—

Backtest

Backtest final value (from $10,000)

$1.9B

—

Backtest regulatory fees

$4.6M

—

Backtest slippage cost

$44.1M

—

Returns

Backtest length

3,765

—

Out-of-sample length

440

—

Return, backtest period (annualized) (backtest)

125.40%

—

Return, backtest period (cumulative) (backtest)

18820k%

—

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

39.88%

3.62%

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

79.91%

2.81%

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

0.67%

—

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

9.89%

0.34%

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

-0.54%

—

Return, trailing 1 year (backtest)

18.13%

—

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

18.11%

86.44%

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

0.49%

—

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

14.53%

0.95%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.90

—

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

1.15

331.36

Maximum drawdown, backtest period (backtest)

-43.18%

—

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

-34.66%

-0.01%

Sharpe ratio, backtest period (backtest)

1.90

—

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

0.89

18.06

Sortino ratio, backtest period (backtest)

3.50

—

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

1.50

—

Standard deviation, backtest period (backtest)

48.87%

—

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

52.05%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.38

—

Construction

Logic complexity (node count)

197

—

Rebalance corridor width

5.00%

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