Side-by-side comparison

Compare investment strategies

TQQQ Long-Term Regime with Bond and Small-Cap Checks 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/rsi, regime filter, tactical asset allocation, volatility timing

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)

0.13

—

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

1.67

—

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

0.53

—

Trading activity

Annualized turnover, backtest period (backtest)

55.22

—

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

61.44

—

Daily win rate, backtest period (backtest)

53.89%

—

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

51.24%

—

Backtest

Backtest final value (from $10,000)

$51.0B

—

Backtest regulatory fees

$110.9M

—

Backtest slippage cost

$1.1B

—

Returns

Backtest length

3,765

—

Out-of-sample length

443

—

Return, backtest period (annualized) (backtest)

181.09%

—

Return, backtest period (cumulative) (backtest)

510278k%

—

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

36.85%

67.14%

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

73.80%

4.80%

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

1.31%

—

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

2.98%

4.80%

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

-2.32%

—

Return, trailing 1 year (backtest)

55.21%

—

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

55.14%

0.00%

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

2.29%

—

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

12.53%

0.00%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.66

—

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

0.75

53.07

Maximum drawdown, backtest period (backtest)

-49.42%

—

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

-49.43%

-1.27%

Sharpe ratio, backtest period (backtest)

2.07

—

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

0.85

4.69

Sortino ratio, backtest period (backtest)

4.02

—

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

1.40

—

Standard deviation, backtest period (backtest)

57.61%

—

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

53.01%

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

—

1.00%

Rebalance frequency

daily

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