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TQQQ Trend with Safe Sector and Bond 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)

bonds, defensive sectors, leveraged etfs, momentum (rsi), tactical rotation, tech-heavy, trend-following

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)

0.02

—

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

3.83

—

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

0.85

—

Trading activity

Annualized turnover, backtest period (backtest)

27.69

—

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

33.31

—

Daily win rate, backtest period (backtest)

56.48%

—

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

54.02%

—

Backtest

Backtest final value (from $10,000)

$439.1M

—

Backtest regulatory fees

$382k

—

Backtest slippage cost

$3.6M

—

Returns

Backtest length

4,177

—

Out-of-sample length

174

—

Return, backtest period (annualized) (backtest)

90.56%

—

Return, backtest period (cumulative) (backtest)

4391k%

—

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

99.96%

3.62%

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

59.16%

2.81%

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

-7.60%

—

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

13.82%

0.34%

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

-11.27%

—

Return, trailing 1 year (backtest)

32.91%

—

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

20.87%

86.44%

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

-15.01%

—

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

6.68%

0.95%

SPY annualized return over the backtest window (backtest)

14.11%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.91

—

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

3.02

331.36

Maximum drawdown, backtest period (backtest)

-47.49%

—

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

-33.13%

-0.01%

Sharpe ratio, backtest period (backtest)

1.43

—

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

1.48

18.06

Sortino ratio, backtest period (backtest)

2.24

—

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

1.62

—

Standard deviation, backtest period (backtest)

55.87%

—

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

58.65%

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