Side-by-side comparison

Compare investment strategies

TQQQ, T-Bills and Defensive Basket Blend (No K-1) 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, gold, k‑1 free, leveraged etfs, nasdaq 100, risk signals, tactical rotation, treasuries, trend following, utilities

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)

0.18

—

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

1.52

—

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

0.61

—

Trading activity

Annualized turnover, backtest period (backtest)

38.26

—

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

29.42

—

Daily win rate, backtest period (backtest)

48.54%

—

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

71.12%

—

Backtest

Backtest final value (from $10,000)

$6.5M

—

Backtest regulatory fees

$9,616

—

Backtest slippage cost

$78k

—

Returns

Backtest length

3,873

—

Out-of-sample length

748

—

Return, backtest period (annualized) (backtest)

52.39%

—

Return, backtest period (cumulative) (backtest)

65k%

—

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

54.95%

67.14%

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

267.54%

4.80%

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

0.04%

—

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

0.34%

4.80%

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

0.09%

—

Return, trailing 1 year (backtest)

90.56%

—

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

90.56%

0.00%

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

0.17%

—

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

10.59%

0.00%

SPY annualized return over the backtest window (backtest)

14.17%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.95

—

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

1.96

53.07

Maximum drawdown, backtest period (backtest)

-55.18%

—

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

-28.07%

-1.27%

Sharpe ratio, backtest period (backtest)

1.32

—

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

1.33

4.69

Sortino ratio, backtest period (backtest)

2.08

—

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

2.27

—

Standard deviation, backtest period (backtest)

37.04%

—

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

38.36%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.95

—

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