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TQQQ/SQQQ Contrarian 10-Day Move Fade with Bonds 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)

bonds, daily rebalance, leveraged etfs, mean reversion, nasdaq-100, rsi, tactical rotation, technology

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)

0.18

—

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

0.95

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

15.49

—

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

16.24

—

Daily win rate, backtest period (backtest)

51.56%

—

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

53.41%

—

Backtest

Backtest final value (from $10,000)

$835k

—

Backtest regulatory fees

$1,274

—

Backtest slippage cost

$8,862

—

Returns

Backtest length

4,180

—

Out-of-sample length

807

—

Return, backtest period (annualized) (backtest)

30.56%

—

Return, backtest period (cumulative) (backtest)

8247%

—

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

37.44%

3.62%

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

177.20%

2.81%

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

-0.04%

—

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

-0.59%

0.34%

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

0.22%

—

Return, trailing 1 year (backtest)

32.55%

—

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

32.55%

86.44%

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

0.19%

—

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

8.88%

0.95%

SPY annualized return over the backtest window (backtest)

14.49%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.14

—

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

1.54

331.36

Maximum drawdown, backtest period (backtest)

-26.69%

—

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

-24.25%

-0.01%

Sharpe ratio, backtest period (backtest)

1.11

—

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

1.23

18.06

Sortino ratio, backtest period (backtest)

2.21

—

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

2.64

—

Standard deviation, backtest period (backtest)

27.32%

—

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

29.04%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

181

—

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