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TQQQ/SHV RSI and Trend Switch Simplified 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)

cash proxy (shv), daily rebalance, leveraged nasdaq (tqqq), risk-on/risk-off, rsi/mas, tactical momentum, trend-following

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)

0.16

—

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

2.98

—

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

0.84

—

Trading activity

Annualized turnover, backtest period (backtest)

16.67

—

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

14.08

—

Daily win rate, backtest period (backtest)

54.50%

—

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

57.73%

—

Backtest

Backtest final value (from $10,000)

$53.8M

—

Backtest regulatory fees

$27k

—

Backtest slippage cost

$250k

—

Returns

Backtest length

3,991

—

Out-of-sample length

537

—

Return, backtest period (annualized) (backtest)

71.99%

—

Return, backtest period (cumulative) (backtest)

538k%

—

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

69.61%

67.14%

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

208.93%

4.80%

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

1.31%

—

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

13.82%

4.80%

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

0.33%

—

Return, trailing 1 year (backtest)

42.94%

—

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

42.94%

0.00%

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

2.11%

—

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

6.68%

0.00%

SPY annualized return over the backtest window (backtest)

14.53%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.35

—

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

1.78

53.07

Maximum drawdown, backtest period (backtest)

-53.14%

—

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

-39.18%

-1.27%

Sharpe ratio, backtest period (backtest)

1.31

—

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

1.20

4.69

Sortino ratio, backtest period (backtest)

1.96

—

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

1.85

—

Standard deviation, backtest period (backtest)

51.31%

—

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

57.90%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

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