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TQQQ Sideways Variant Daily Nasdaq Swing with Shorts vs AutoSignals TQQQ vs SH Trend Switch

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 etfs, market regime switch, mean reversion, nasdaq/tech momentum, tactical rotation, trend following, volatility hedge

daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Market-relative

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

0.04

—

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

1.86

—

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

0.47

—

Trading activity

Annualized turnover, backtest period (backtest)

88.31

—

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

90.62

—

Daily win rate, backtest period (backtest)

57.34%

—

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

53.85%

—

Backtest

Backtest final value (from $10,000)

$2.4B

—

Backtest regulatory fees

$10.1M

—

Backtest slippage cost

$97.5M

—

Returns

Backtest length

2,365

—

Out-of-sample length

949

—

Return, backtest period (annualized) (backtest)

274.90%

—

Return, backtest period (cumulative) (backtest)

24460k%

—

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

29.66%

147.30%

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

166.25%

8.62%

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

-0.51%

—

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

10.80%

8.61%

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

-3.59%

—

Return, trailing 1 year (backtest)

61.79%

—

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

61.72%

0.00%

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

1.26%

—

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

-2.24%

0.00%

SPY annualized return over the backtest window (backtest)

15.20%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.65

—

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

0.50

173.27

Maximum drawdown, backtest period (backtest)

-59.12%

—

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

-59.14%

-0.85%

Sharpe ratio, backtest period (backtest)

2.28

—

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

0.73

6.68

Sortino ratio, backtest period (backtest)

4.07

—

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

1.09

—

Standard deviation, backtest period (backtest)

67.78%

—

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

59.31%

14.34%

Quality

Community review status

ACTIVE

—

Holdings

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

0.98

—

Construction

Logic complexity (node count)

168

—

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