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TQQQ Market Crash Protection with 70% Bond Floor 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)

bonds, crash protection, leveraged etfs, tactical, tech/nasdaq tilt, trend-following, volatility hedge

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)

0.16

—

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

2.19

—

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

0.69

—

Trading activity

Annualized turnover, backtest period (backtest)

16.60

—

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

13.65

—

Daily win rate, backtest period (backtest)

56.90%

—

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

55.70%

—

Backtest

Backtest final value (from $10,000)

$76.9M

—

Backtest regulatory fees

$49k

—

Backtest slippage cost

$459k

—

Returns

Backtest length

3,775

—

Out-of-sample length

1,018

—

Return, backtest period (annualized) (backtest)

81.69%

—

Return, backtest period (cumulative) (backtest)

769k%

—

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

59.22%

67.14%

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

555.85%

4.80%

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

1.31%

—

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

13.82%

4.80%

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

0.33%

—

Return, trailing 1 year (backtest)

24.47%

—

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

24.47%

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)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.69

—

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

1.43

53.07

Maximum drawdown, backtest period (backtest)

-48.26%

—

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

-41.45%

-1.27%

Sharpe ratio, backtest period (backtest)

1.49

—

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

1.18

4.69

Sortino ratio, backtest period (backtest)

2.18

—

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

1.71

—

Standard deviation, backtest period (backtest)

47.71%

—

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

49.86%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.94

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

8.00%

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

207

—

Watchers

134

—

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