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TQQQ Trend with Sideways Market Rules 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)

crash protection, daily rebalance, leveraged etfs, long/short, momentum/rsi, tactical allocation, tech-heavy, trend following, volatility hedge

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)

-0.05

—

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

3.02

—

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

0.80

—

Trading activity

Annualized turnover, backtest period (backtest)

19.08

—

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

21.35

—

Daily win rate, backtest period (backtest)

53.77%

—

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

53.46%

—

Backtest

Backtest final value (from $10,000)

$33k

—

Backtest regulatory fees

$39

—

Backtest slippage cost

$241

—

Returns

Backtest length

703

—

Out-of-sample length

593

—

Return, backtest period (annualized) (backtest)

53.36%

—

Return, backtest period (cumulative) (backtest)

230.22%

—

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

41.06%

67.14%

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

124.99%

4.80%

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

2.09%

—

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

6.55%

4.80%

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

4.09%

—

Return, trailing 1 year (backtest)

23.82%

—

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

23.85%

0.00%

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

2.44%

—

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

3.84%

0.00%

SPY annualized return over the backtest window (backtest)

20.75%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.92

—

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

0.71

53.07

Maximum drawdown, backtest period (backtest)

-58.10%

—

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

-58.11%

-1.27%

Sharpe ratio, backtest period (backtest)

1.02

—

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

0.86

4.69

Sortino ratio, backtest period (backtest)

1.54

—

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

1.30

—

Standard deviation, backtest period (backtest)

58.82%

—

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

60.98%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.98

—

Construction

Logic complexity (node count)

150

—

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