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TQQQ Trend Rotation with UVXY Overheat Hedge 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)

daily rebalance, leveraged etfs, rsi signals, tactical rotation, tech/nasdaq focus, trend filter (200d), volatility hedging

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)

0.25

—

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

2.54

—

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

0.66

—

Trading activity

Annualized turnover, backtest period (backtest)

21.95

—

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

17.75

—

Daily win rate, backtest period (backtest)

56.87%

—

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

55.58%

—

Backtest

Backtest final value (from $10,000)

$61.4B

—

Backtest regulatory fees

$39.0M

—

Backtest slippage cost

$376.1M

—

Returns

Backtest length

3,765

—

Out-of-sample length

1,022

—

Return, backtest period (annualized) (backtest)

184.59%

—

Return, backtest period (cumulative) (backtest)

613890k%

—

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

75.36%

3.62%

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

877.78%

2.81%

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

1.31%

—

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

13.82%

0.34%

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

0.33%

—

Return, trailing 1 year (backtest)

30.25%

—

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

30.24%

86.44%

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

2.11%

—

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

6.68%

0.95%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.61

—

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

1.47

331.36

Maximum drawdown, backtest period (backtest)

-51.16%

—

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

-51.17%

-0.01%

Sharpe ratio, backtest period (backtest)

1.91

—

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

1.23

18.06

Sortino ratio, backtest period (backtest)

3.34

—

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

1.85

—

Standard deviation, backtest period (backtest)

65.52%

—

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

60.89%

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)

281

—

Watchers

205

—

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