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TQQQ/SOXL Trend Rider with Treasury and Volatility 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)

hedging/shorting, leveraged etfs, mean-reversion, tactical rotation, tech/semis focus, trend-following, volatility-regime

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)

0.00

—

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

2.14

—

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

0.53

—

Trading activity

Annualized turnover, backtest period (backtest)

88.25

—

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

93.98

—

Daily win rate, backtest period (backtest)

57.25%

—

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

53.47%

—

Backtest

Backtest final value (from $10,000)

$11.1B

—

Backtest regulatory fees

$47.9M

—

Backtest slippage cost

$460.6M

—

Returns

Backtest length

2,365

—

Out-of-sample length

965

—

Return, backtest period (annualized) (backtest)

340.32%

—

Return, backtest period (cumulative) (backtest)

110741k%

—

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

27.72%

3.62%

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

155.47%

2.81%

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

-0.56%

—

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

10.05%

0.34%

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

-3.98%

—

Return, trailing 1 year (backtest)

40.08%

—

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

40.02%

86.44%

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

0.76%

—

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

-2.49%

0.95%

SPY annualized return over the backtest window (backtest)

15.20%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.48

—

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

0.50

331.36

Maximum drawdown, backtest period (backtest)

-62.13%

—

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

-55.66%

-0.01%

Sharpe ratio, backtest period (backtest)

2.39

—

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

0.69

18.06

Sortino ratio, backtest period (backtest)

4.62

—

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

1.09

—

Standard deviation, backtest period (backtest)

72.23%

—

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

60.38%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.94

—

Construction

Logic complexity (node count)

433

—

Rebalance corridor width

—

9.00%

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