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TQQQ-or-Not Trend Rotation with Dip Buys and Hedges vs 50/50 Hedged Rotation and TQQQ Dip-Buy

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 rebalance, leveraged etfs, mean reversion, tactical allocation, tech tilt, trend following, volatility hedge

leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.49

—

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

2.63

—

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

0.65

—

Trading activity

Annualized turnover, backtest period (backtest)

59.66

—

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

61.17

—

Daily win rate, backtest period (backtest)

57.37%

—

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

55.98%

—

Backtest

Backtest final value (from $10,000)

$252.8B

—

Backtest regulatory fees

$374.1M

—

Backtest slippage cost

$3.3B

—

Returns

Backtest length

3,275

—

Out-of-sample length

602

—

Return, backtest period (annualized) (backtest)

271.06%

—

Return, backtest period (cumulative) (backtest)

2527864k%

—

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

119.73%

3.62%

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

557.76%

2.81%

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

1.30%

—

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

12.82%

0.34%

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

0.33%

—

Return, trailing 1 year (backtest)

86.56%

—

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

86.19%

86.44%

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

1.01%

—

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

44.64%

0.95%

SPY annualized return over the backtest window (backtest)

14.36%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.03

—

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

2.22

331.36

Maximum drawdown, backtest period (backtest)

-53.88%

—

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

-53.89%

-0.01%

Sharpe ratio, backtest period (backtest)

2.60

—

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

1.52

18.06

Sortino ratio, backtest period (backtest)

4.99

—

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

2.85

—

Standard deviation, backtest period (backtest)

56.45%

—

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

64.54%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.83

—

Construction

Logic complexity (node count)

5,964

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

109

—

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