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TQQQ Trend with PSQ and VIX Defense 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 tactical, leveraged etfs, mean reversion, risk-on/risk-off, tech-heavy, trend-following, 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)

0.14

—

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

1.54

—

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

0.43

—

Trading activity

Annualized turnover, backtest period (backtest)

76.30

—

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

53.18

—

Daily win rate, backtest period (backtest)

54.99%

—

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

49.29%

—

Backtest

Backtest final value (from $10,000)

$3.2B

—

Backtest regulatory fees

$7.1M

—

Backtest slippage cost

$67.9M

—

Returns

Backtest length

2,193

—

Out-of-sample length

706

—

Return, backtest period (annualized) (backtest)

328.75%

—

Return, backtest period (cumulative) (backtest)

31929k%

—

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

34.71%

3.62%

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

130.70%

2.81%

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

-0.43%

—

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

9.07%

0.34%

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

-0.15%

—

Return, trailing 1 year (backtest)

56.15%

—

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

56.10%

86.44%

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

-0.63%

—

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

27.92%

0.95%

SPY annualized return over the backtest window (backtest)

14.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

7.05

—

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

0.92

331.36

Maximum drawdown, backtest period (backtest)

-46.64%

—

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

-37.56%

-0.01%

Sharpe ratio, backtest period (backtest)

2.55

—

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

0.81

18.06

Sortino ratio, backtest period (backtest)

4.40

—

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

1.26

—

Standard deviation, backtest period (backtest)

65.58%

—

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

55.67%

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)

—

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