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TQQQ or Eli Lilly Switch with Bond Signals vs Rising Rates Volatility Switch Risk-Parity Mix

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)

bond/yield-curve signals, healthcare tilt, tactical allocation, tech-heavy, trend and mean reversion, volatility hedge

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

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)

2.27

—

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

0.66

—

Trading activity

Annualized turnover, backtest period (backtest)

42.59

—

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

48.34

—

Daily win rate, backtest period (backtest)

55.76%

—

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

54.44%

—

Backtest

Backtest final value (from $10,000)

$9.9B

—

Backtest regulatory fees

$24.7M

—

Backtest slippage cost

$238.7M

—

Returns

Backtest length

3,775

—

Out-of-sample length

709

—

Return, backtest period (annualized) (backtest)

151.18%

—

Return, backtest period (cumulative) (backtest)

98520k%

—

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

19.74%

3.62%

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

66.11%

2.81%

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

0.80%

—

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

12.74%

0.34%

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

3.16%

—

Return, trailing 1 year (backtest)

31.47%

—

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

31.46%

6.30%

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

-0.38%

—

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

17.83%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.40

—

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

0.31

331.36

Maximum drawdown, backtest period (backtest)

-63.06%

—

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

-63.07%

-0.01%

Sharpe ratio, backtest period (backtest)

1.97

—

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

0.60

18.06

Sortino ratio, backtest period (backtest)

3.67

—

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

0.88

—

Standard deviation, backtest period (backtest)

53.81%

—

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

53.05%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

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