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TQQQ Long-Term with Dividend Parking vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

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)

inverse etfs, leveraged etfs, rsi, tactical allocation, treasuries, trend filter, us equities, volatility

ballast (cash/dividends/gold/tips/energy), blue chips, growth/ai tilt, multi-asset rotation, recent-winner selection, weekly rebalance

Asset classes / instruments

equities

Market-relative

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

0.11

—

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

1.12

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

24.32

—

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

19.26

—

Daily win rate, backtest period (backtest)

54.75%

—

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

51.83%

—

Backtest

Backtest final value (from $10,000)

$10.5M

—

Backtest regulatory fees

$14k

—

Backtest slippage cost

$120k

—

Returns

Backtest length

2,756

—

Out-of-sample length

903

—

Return, backtest period (annualized) (backtest)

88.78%

—

Return, backtest period (cumulative) (backtest)

104k%

—

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

34.93%

103.09%

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

192.93%

4.90%

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

-0.02%

—

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

-4.53%

-4.41%

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

0.86%

—

Return, trailing 1 year (backtest)

31.36%

—

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

31.36%

0.00%

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

-0.89%

—

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

7.20%

0.00%

SPY annualized return over the backtest window (backtest)

14.82%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.28

—

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

1.49

64.30

Maximum drawdown, backtest period (backtest)

-27.08%

—

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

-23.40%

-1.60%

Sharpe ratio, backtest period (backtest)

1.84

—

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

1.15

6.66

Sortino ratio, backtest period (backtest)

4.43

—

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

2.24

—

Standard deviation, backtest period (backtest)

38.27%

—

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

29.55%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

weekly

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