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TQQQ Long-Term Trend with Short-Volatility Sleeve 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)

hedging, leveraged etfs, momentum, risk management, swing trading, tactical allocation, tech growth, trend-following, vix, volatility timing

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)

0.10

—

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

2.36

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

59.69

—

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

55.83

—

Daily win rate, backtest period (backtest)

57.78%

—

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

56.52%

—

Backtest

Backtest final value (from $10,000)

$5.7B

—

Backtest regulatory fees

$9.3M

—

Backtest slippage cost

$90.0M

—

Returns

Backtest length

3,205

—

Out-of-sample length

782

—

Return, backtest period (annualized) (backtest)

183.59%

—

Return, backtest period (cumulative) (backtest)

57449k%

—

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

55.49%

3.62%

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

294.11%

2.81%

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

0.51%

—

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

8.64%

0.34%

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

-3.25%

—

Return, trailing 1 year (backtest)

179.56%

—

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

179.51%

86.44%

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

-0.03%

—

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

7.21%

0.95%

SPY annualized return over the backtest window (backtest)

13.89%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.21

—

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

0.97

331.36

Maximum drawdown, backtest period (backtest)

-57.25%

—

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

-57.25%

-0.01%

Sharpe ratio, backtest period (backtest)

1.94

—

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

1.09

18.06

Sortino ratio, backtest period (backtest)

3.61

—

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

1.68

—

Standard deviation, backtest period (backtest)

63.47%

—

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

53.72%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.46

—

Construction

Logic complexity (node count)

1,024

—

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