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TQQQ Long-Short Trend Rotation vs AutoSignals TQQQ vs SH Trend Switch

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, long/short, mean-reversion, regime filter, rsi-based, tactical rotation, tech-heavy, trend-following, volatility hedging

daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Market-relative

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

-0.03

—

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

2.36

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

37.23

—

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

30.87

—

Daily win rate, backtest period (backtest)

56.85%

—

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

55.43%

—

Backtest

Backtest final value (from $10,000)

$24.9B

—

Backtest regulatory fees

$35.8M

—

Backtest slippage cost

$345.7M

—

Returns

Backtest length

3,766

—

Out-of-sample length

543

—

Return, backtest period (annualized) (backtest)

167.84%

—

Return, backtest period (cumulative) (backtest)

248859k%

—

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

33.56%

147.30%

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

86.78%

8.62%

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

1.00%

—

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

9.48%

8.61%

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

0.02%

—

Return, trailing 1 year (backtest)

5.52%

—

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

5.52%

0.00%

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

0.54%

—

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

4.83%

0.00%

SPY annualized return over the backtest window (backtest)

15.31%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.55

—

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

0.71

173.27

Maximum drawdown, backtest period (backtest)

-47.32%

—

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

-47.32%

-0.85%

Sharpe ratio, backtest period (backtest)

2.01

—

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

0.78

6.68

Sortino ratio, backtest period (backtest)

3.55

—

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

1.22

—

Standard deviation, backtest period (backtest)

56.83%

—

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

56.91%

14.34%

Quality

Community review status

ACTIVE

—

Holdings

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

0.61

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

—

Rebalance frequency

none

daily

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