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TQQQ Long-Term Trend with Defensive ETF Rotation vs AutoSignals TQQQ vs SH Trend Switch

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)

leveraged etfs, momentum & rsi, multi-asset defensive rotation, regime switching, tactical allocation

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)

0.18

—

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

2.98

—

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

0.85

—

Trading activity

Annualized turnover, backtest period (backtest)

30.17

—

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

24.88

—

Daily win rate, backtest period (backtest)

56.51%

—

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

57.59%

—

Backtest

Backtest final value (from $10,000)

$175.5M

—

Backtest regulatory fees

$173k

—

Backtest slippage cost

$1.6M

—

Returns

Backtest length

3,755

—

Out-of-sample length

547

—

Return, backtest period (annualized) (backtest)

92.64%

—

Return, backtest period (cumulative) (backtest)

1755k%

—

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

91.78%

147.30%

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

312.07%

8.62%

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

1.31%

—

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

13.82%

8.61%

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

0.33%

—

Return, trailing 1 year (backtest)

58.09%

—

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

58.08%

0.00%

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

2.11%

—

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

6.68%

0.00%

SPY annualized return over the backtest window (backtest)

15.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.89

—

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

1.87

173.27

Maximum drawdown, backtest period (backtest)

-49.04%

—

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

-49.04%

-0.85%

Sharpe ratio, backtest period (backtest)

1.55

—

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

1.42

6.68

Sortino ratio, backtest period (backtest)

2.38

—

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

2.23

—

Standard deviation, backtest period (backtest)

50.57%

—

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

57.33%

14.34%

Quality

Community review status

ACTIVE

—

Holdings

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

0.93

—

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