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TQQQ Trend with Metals Contrarian and KMLM Sleeves 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)

defensive rotation, inverse/volatility hedging, leveraged tech momentum, managed futures, metals contrarian, regime switching

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)

0.27

—

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

1.72

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

59.05

—

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

63.46

—

Daily win rate, backtest period (backtest)

58.57%

—

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

53.10%

—

Backtest

Backtest final value (from $10,000)

$4.8M

—

Backtest regulatory fees

$10k

—

Backtest slippage cost

$81k

—

Returns

Backtest length

1,465

—

Out-of-sample length

258

—

Return, backtest period (annualized) (backtest)

188.84%

—

Return, backtest period (cumulative) (backtest)

48k%

—

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

56.97%

67.14%

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

57.25%

4.80%

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

-1.77%

—

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

-5.21%

4.80%

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

2.31%

—

Return, trailing 1 year (backtest)

66.80%

—

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

58.25%

0.00%

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

1.67%

—

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

15.14%

0.00%

SPY annualized return over the backtest window (backtest)

14.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

8.38

—

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

3.86

53.07

Maximum drawdown, backtest period (backtest)

-22.54%

—

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

-14.75%

-1.27%

Sharpe ratio, backtest period (backtest)

3.01

—

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

1.52

4.69

Sortino ratio, backtest period (backtest)

6.42

—

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

2.69

—

Standard deviation, backtest period (backtest)

37.51%

—

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

33.42%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

521

—

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