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TQQQ Multi-MA Safety Checks, Inverse or Bond Exits 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)

daily rebalancing, leveraged etfs, long/short, momentum, risk-managed, tech-heavy, trend-following, volatility filters

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)

-0.03

—

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

2.30

—

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

0.77

—

Trading activity

Annualized turnover, backtest period (backtest)

32.72

—

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

33.25

—

Daily win rate, backtest period (backtest)

56.93%

—

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

51.60%

—

Backtest

Backtest final value (from $10,000)

$20.3M

—

Backtest regulatory fees

$29k

—

Backtest slippage cost

$242k

—

Returns

Backtest length

2,784

—

Out-of-sample length

219

—

Return, backtest period (annualized) (backtest)

99.20%

—

Return, backtest period (cumulative) (backtest)

203k%

—

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

43.66%

67.14%

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

36.02%

4.80%

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

-3.62%

—

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

8.08%

4.80%

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

-5.55%

—

Return, trailing 1 year (backtest)

28.05%

—

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

-1.56%

0.00%

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

-8.02%

—

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

8.93%

0.00%

SPY annualized return over the backtest window (backtest)

15.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.92

—

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

2.21

53.07

Maximum drawdown, backtest period (backtest)

-33.99%

—

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

-19.77%

-1.27%

Sharpe ratio, backtest period (backtest)

1.95

—

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

1.16

4.69

Sortino ratio, backtest period (backtest)

3.21

—

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

1.29

—

Standard deviation, backtest period (backtest)

39.27%

—

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

37.30%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.53

—

Construction

Logic complexity (node count)

2,577

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

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