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TQQQ Heat Check Rotation with VIX and Treasury Hedge 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 etfs, momentum and mean reversion, risk-on/risk-off, tactical etf rotation, volatility hedge

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)

0.11

—

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

1.55

—

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

0.64

—

Trading activity

Annualized turnover, backtest period (backtest)

75.84

—

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

68.35

—

Daily win rate, backtest period (backtest)

54.31%

—

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

53.97%

—

Backtest

Backtest final value (from $10,000)

$1.2M

—

Backtest regulatory fees

$5,842

—

Backtest slippage cost

$51k

—

Returns

Backtest length

3,964

—

Out-of-sample length

365

—

Return, backtest period (annualized) (backtest)

35.35%

—

Return, backtest period (cumulative) (backtest)

12k%

—

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

59.33%

67.14%

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

96.70%

4.80%

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

0.49%

—

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

4.35%

4.80%

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

0.23%

—

Return, trailing 1 year (backtest)

44.52%

—

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

44.51%

0.00%

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

0.91%

—

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

-0.02%

0.00%

SPY annualized return over the backtest window (backtest)

14.20%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.89

—

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

2.82

53.07

Maximum drawdown, backtest period (backtest)

-39.64%

—

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

-21.05%

-1.27%

Sharpe ratio, backtest period (backtest)

1.01

—

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

1.70

4.69

Sortino ratio, backtest period (backtest)

1.67

—

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

3.35

—

Standard deviation, backtest period (backtest)

36.43%

—

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

30.03%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

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