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TQQQ Trend with Crash Hedges and Sector/EM Rotation 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)

bonds, emerging markets, leveraged etfs, mean reversion, sector rotation, tech momentum, 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)

-0.13

—

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

2.08

—

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

0.62

—

Trading activity

Annualized turnover, backtest period (backtest)

71.00

—

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

75.33

—

Daily win rate, backtest period (backtest)

56.60%

—

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

55.42%

—

Backtest

Backtest final value (from $10,000)

$268k

—

Backtest regulatory fees

$1,004

—

Backtest slippage cost

$7,974

—

Returns

Backtest length

1,122

—

Out-of-sample length

332

—

Return, backtest period (annualized) (backtest)

109.18%

—

Return, backtest period (cumulative) (backtest)

2581%

—

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

35.94%

67.14%

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

48.95%

4.80%

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

-7.60%

—

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

7.92%

4.80%

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

-11.29%

—

Return, trailing 1 year (backtest)

15.99%

—

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

19.10%

0.00%

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

-15.03%

—

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

23.10%

0.00%

SPY annualized return over the backtest window (backtest)

15.53%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.89

—

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

0.95

53.07

Maximum drawdown, backtest period (backtest)

-37.73%

—

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

-37.73%

-1.27%

Sharpe ratio, backtest period (backtest)

1.78

—

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

0.97

4.69

Sortino ratio, backtest period (backtest)

2.80

—

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

0.95

—

Standard deviation, backtest period (backtest)

47.94%

—

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

39.82%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.70

—

Construction

Logic complexity (node count)

1,582

—

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