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Compare investment strategies

TQQQ or Not Daily 3x Nasdaq, T-Bills or UVXY vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

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)

leveraged equities, mean reversion, risk-on/risk-off, tactical allocation, trend-following, volatility hedge

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.00

—

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

1.85

—

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

0.62

—

Trading activity

Annualized turnover, backtest period (backtest)

43.99

—

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

45.21

—

Daily win rate, backtest period (backtest)

50.09%

—

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

63.89%

—

Backtest

Backtest final value (from $10,000)

$4.6B

—

Backtest regulatory fees

$12.4M

—

Backtest slippage cost

$119.6M

—

Returns

Backtest length

3,775

—

Out-of-sample length

864

—

Return, backtest period (annualized) (backtest)

138.61%

—

Return, backtest period (cumulative) (backtest)

45627k%

—

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

33.13%

261.52%

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

167.04%

6.85%

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

0.02%

—

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

10.54%

1.95%

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

0.07%

—

Return, trailing 1 year (backtest)

4.52%

—

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

4.50%

0.00%

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

0.15%

—

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

18.19%

6.14%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.05

—

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

0.73

376.45

Maximum drawdown, backtest period (backtest)

-45.47%

—

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

-45.48%

-0.69%

Sharpe ratio, backtest period (backtest)

1.96

—

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

0.87

7.79

Sortino ratio, backtest period (backtest)

3.81

—

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

1.28

—

Standard deviation, backtest period (backtest)

50.67%

—

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

44.29%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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