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TQQQ Trend Switch with Cash, Bonds and Inverse Hedge 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 rebalance, leveraged etfs, momentum, risk-on/risk-off, tactical allocation, trend following, volatility hedging

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)

0.08

—

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

2.43

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

82.40

—

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

80.14

—

Daily win rate, backtest period (backtest)

55.18%

—

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

53.91%

—

Backtest

Backtest final value (from $10,000)

$17168.6B

—

Backtest regulatory fees

$6.7B

—

Backtest slippage cost

$8.8B

—

Returns

Backtest length

3,773

—

Out-of-sample length

384

—

Return, backtest period (annualized) (backtest)

313.64%

—

Return, backtest period (cumulative) (backtest)

171685997k%

—

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

54.95%

67.14%

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

95.24%

4.80%

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

-1.26%

—

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

-13.53%

4.80%

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

-0.51%

—

Return, trailing 1 year (backtest)

16.65%

—

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

14.50%

0.00%

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

-2.37%

—

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

-11.40%

0.00%

SPY annualized return over the backtest window (backtest)

15.52%

—

Risk metrics

Calmar ratio, backtest period (backtest)

9.78

—

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

1.98

53.07

Maximum drawdown, backtest period (backtest)

-32.08%

—

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

-27.70%

-1.27%

Sharpe ratio, backtest period (backtest)

2.89

—

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

0.94

4.69

Sortino ratio, backtest period (backtest)

5.36

—

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

1.70

—

Standard deviation, backtest period (backtest)

54.07%

—

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

71.26%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.92

—

Construction

Logic complexity (node count)

554

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

133

—

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