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TQQQ Long-Term Trend with BIL Replacing UVXY vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

cash, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, technology, treasuries, trend following, us equities

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.10

—

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

2.95

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

23.08

—

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

13.89

—

Daily win rate, backtest period (backtest)

55.12%

—

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

56.05%

—

Backtest

Backtest final value (from $10,000)

$1.3B

—

Backtest regulatory fees

$775k

—

Backtest slippage cost

$7.5M

—

Returns

Backtest length

4,171

—

Out-of-sample length

653

—

Return, backtest period (annualized) (backtest)

103.93%

—

Return, backtest period (cumulative) (backtest)

13292k%

—

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

57.92%

261.52%

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

227.34%

6.85%

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

1.31%

—

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

13.82%

1.95%

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

0.33%

—

Return, trailing 1 year (backtest)

54.04%

—

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

54.03%

0.00%

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

2.11%

—

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

6.68%

6.14%

SPY annualized return over the backtest window (backtest)

14.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.95

—

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

1.15

376.45

Maximum drawdown, backtest period (backtest)

-53.29%

—

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

-50.19%

-0.69%

Sharpe ratio, backtest period (backtest)

1.51

—

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

1.04

7.79

Sortino ratio, backtest period (backtest)

2.36

—

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

1.58

—

Standard deviation, backtest period (backtest)

58.21%

—

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

62.11%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance frequency

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