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TQQQ Long-Term Combo with VIX and Bond Defense 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)

leveraged etfs, nasdaq/tech momentum, risk-on/risk-off, semiconductors, tactical trend, volatility hedging

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)

0.40

—

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

2.52

—

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

0.73

—

Trading activity

Annualized turnover, backtest period (backtest)

54.21

—

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

49.18

—

Daily win rate, backtest period (backtest)

58.50%

—

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

56.43%

—

Backtest

Backtest final value (from $10,000)

$451.5M

—

Backtest regulatory fees

$609k

—

Backtest slippage cost

$5.8M

—

Returns

Backtest length

2,193

—

Out-of-sample length

560

—

Return, backtest period (annualized) (backtest)

242.48%

—

Return, backtest period (cumulative) (backtest)

4515k%

—

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

99.42%

3.62%

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

364.86%

2.81%

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

0.32%

—

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

4.01%

0.34%

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

-0.08%

—

Return, trailing 1 year (backtest)

87.32%

—

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

87.29%

86.44%

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

0.85%

—

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

8.81%

0.95%

SPY annualized return over the backtest window (backtest)

14.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.98

—

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

2.04

331.36

Maximum drawdown, backtest period (backtest)

-48.68%

—

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

-48.68%

-0.01%

Sharpe ratio, backtest period (backtest)

2.49

—

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

1.49

18.06

Sortino ratio, backtest period (backtest)

4.63

—

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

2.61

—

Standard deviation, backtest period (backtest)

55.54%

—

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

56.52%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.47

—

Construction

Logic complexity (node count)

300

—

Rebalance corridor width

7.00%

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