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TQQQ Long-Term with 33% Short-Volatility Sleeve 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 rotation, risk-on/risk-off, tactical allocation, trend following, u.s. equities (tech/semis tilt), volatility trading

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)

0.15

—

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

2.12

—

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

0.68

—

Trading activity

Annualized turnover, backtest period (backtest)

66.20

—

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

63.11

—

Daily win rate, backtest period (backtest)

60.00%

—

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

60.00%

—

Backtest

Backtest final value (from $10,000)

$1.3M

—

Backtest regulatory fees

$3,279

—

Backtest slippage cost

$25k

—

Returns

Backtest length

1,270

—

Out-of-sample length

625

—

Return, backtest period (annualized) (backtest)

161.88%

—

Return, backtest period (cumulative) (backtest)

13k%

—

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

55.37%

67.14%

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

198.81%

4.80%

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

1.11%

—

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

5.75%

4.80%

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

-0.60%

—

Return, trailing 1 year (backtest)

87.45%

—

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

87.45%

0.00%

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

0.24%

—

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

13.35%

0.00%

SPY annualized return over the backtest window (backtest)

13.40%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.20

—

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

1.09

53.07

Maximum drawdown, backtest period (backtest)

-50.62%

—

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

-50.62%

-1.27%

Sharpe ratio, backtest period (backtest)

2.11

—

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

1.13

4.69

Sortino ratio, backtest period (backtest)

3.71

—

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

1.83

—

Standard deviation, backtest period (backtest)

51.96%

—

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

49.57%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.46

—

Construction

Logic complexity (node count)

178

—

Rebalance corridor width

3.00%

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

952

—

Watchers

257

—

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