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TQQQ/SQQQ/Cash Switch on S&P Trend and Bond RSI 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)

daily rebalancing, leveraged etfs, momentum, nasdaq-100, risk management, tactical asset allocation, 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)

-0.00

—

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

1.96

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

13.56

—

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

3.42

—

Daily win rate, backtest period (backtest)

56.17%

—

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

56.78%

—

Backtest

Backtest final value (from $10,000)

$778k

—

Backtest regulatory fees

$153

—

Backtest slippage cost

$1,141

—

Returns

Backtest length

1,264

—

Out-of-sample length

590

—

Return, backtest period (annualized) (backtest)

138.05%

—

Return, backtest period (cumulative) (backtest)

7676%

—

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

21.05%

67.14%

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

55.81%

4.80%

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

-7.60%

—

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

13.82%

4.80%

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

-11.27%

—

Return, trailing 1 year (backtest)

102.23%

—

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

131.49%

0.00%

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

-15.01%

—

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

6.68%

0.00%

SPY annualized return over the backtest window (backtest)

13.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.87

—

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

0.29

53.07

Maximum drawdown, backtest period (backtest)

-73.66%

—

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

-73.66%

-1.27%

Sharpe ratio, backtest period (backtest)

1.63

—

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

0.64

4.69

Sortino ratio, backtest period (backtest)

2.40

—

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

0.70

—

Standard deviation, backtest period (backtest)

67.82%

—

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

64.28%

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