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TQQQ Long-Term Hedged: Inverse QQQ, Treasuries and VIX Funds 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)

bond momentum, inverse etfs, leveraged tech trend-following, risk-on/off switching, tactical hedging, volatility trading

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)

1.84

—

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

0.85

—

Trading activity

Annualized turnover, backtest period (backtest)

28.94

—

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

30.63

—

Daily win rate, backtest period (backtest)

57.81%

—

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

55.01%

—

Backtest

Backtest final value (from $10,000)

$29.5M

—

Backtest regulatory fees

$42k

—

Backtest slippage cost

$361k

—

Returns

Backtest length

3,752

—

Out-of-sample length

449

—

Return, backtest period (annualized) (backtest)

71.01%

—

Return, backtest period (cumulative) (backtest)

295k%

—

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

49.80%

3.62%

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

105.80%

2.81%

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

0.79%

—

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

6.89%

0.34%

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

0.56%

—

Return, trailing 1 year (backtest)

43.11%

—

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

43.09%

86.44%

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

0.36%

—

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

9.45%

0.95%

SPY annualized return over the backtest window (backtest)

15.04%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.41

—

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

1.81

331.36

Maximum drawdown, backtest period (backtest)

-29.52%

—

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

-27.46%

-0.01%

Sharpe ratio, backtest period (backtest)

1.92

—

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

1.28

18.06

Sortino ratio, backtest period (backtest)

3.08

—

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

2.18

—

Standard deviation, backtest period (backtest)

30.43%

—

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

36.56%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.33

—

Construction

Logic complexity (node count)

188

—

Rebalance corridor width

3.00%

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