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Compare investment strategies

TQQQ or Not Three-Sleeve with SVXY Calm Harvest 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)

leveraged etfs, market timing, mean reversion, risk-on/risk-off, semiconductors, tactical allocation, tech-heavy, trend filter, volatility etfs

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)

0.24

—

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

1.78

—

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

0.65

—

Trading activity

Annualized turnover, backtest period (backtest)

43.31

—

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

41.07

—

Daily win rate, backtest period (backtest)

60.76%

—

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

59.35%

—

Backtest

Backtest final value (from $10,000)

$10.4B

—

Backtest regulatory fees

$16.2M

—

Backtest slippage cost

$156.1M

—

Returns

Backtest length

3,649

—

Out-of-sample length

866

—

Return, backtest period (annualized) (backtest)

160.31%

—

Return, backtest period (cumulative) (backtest)

104224k%

—

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

70.75%

67.14%

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

530.16%

4.80%

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

0.29%

—

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

4.89%

4.80%

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

0.47%

—

Return, trailing 1 year (backtest)

50.79%

—

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

50.77%

0.00%

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

0.47%

—

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

21.43%

0.00%

SPY annualized return over the backtest window (backtest)

14.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.33

—

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

1.91

53.07

Maximum drawdown, backtest period (backtest)

-37.06%

—

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

-37.07%

-1.27%

Sharpe ratio, backtest period (backtest)

2.31

—

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

1.51

4.69

Sortino ratio, backtest period (backtest)

4.51

—

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

2.75

—

Standard deviation, backtest period (backtest)

45.80%

—

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

40.49%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.49

—

Construction

Logic complexity (node count)

344

—

Rebalance corridor width

10.00%

1.00%

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