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TQQQ Trend, RSI and UVXY Hedge One-Position Timer vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Bonds / Treasuries

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Hedge / defensive overlay: Inverse / short exposure

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Hedge / defensive overlay: Volatility products (VIX)

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Leverage use

—

Number of holdings

—

Trading signal: Relative strength vs another asset

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Trading signal: RSI overbought / oversold

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Trading signal: Trend (moving averages)

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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)

leveraged etfs, mean reversion, momentum, regime switching, tactical allocation, trend-following, volatility timing

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.02

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

2.38

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

0.64

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Trading activity

Annualized turnover, backtest period (backtest)

49.06

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

55.95

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Daily win rate, backtest period (backtest)

56.72%

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

55.60%

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Backtest

Backtest final value (from $10,000)

$1.8B

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Backtest regulatory fees

$4.6M

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Backtest slippage cost

$44.6M

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Returns

Backtest length

3,775

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Out-of-sample length

545

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Return, backtest period (annualized) (backtest)

124.34%

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Return, backtest period (cumulative) (backtest)

18109k%

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

42.19%

261.52%

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

114.39%

6.85%

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

1.31%

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

9.73%

1.95%

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

0.33%

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Return, trailing 1 year (backtest)

-13.87%

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

-13.88%

0.00%

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

2.11%

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

10.32%

6.14%

SPY annualized return over the backtest window (backtest)

15.79%

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Risk metrics

Calmar ratio, backtest period (backtest)

2.52

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

0.98

376.45

Maximum drawdown, backtest period (backtest)

-49.27%

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

-43.13%

-0.69%

Sharpe ratio, backtest period (backtest)

1.67

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

0.88

7.79

Sortino ratio, backtest period (backtest)

2.79

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

1.37

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Standard deviation, backtest period (backtest)

58.19%

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

60.48%

18.11%

Quality

Community review status

ACTIVE

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Holdings

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

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Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

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Rebalance frequency

none

daily

Popularity

Remixes (copies)

—

Watchers

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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