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Compare investment strategies

TQQQ Trend with SQQQ/UVXY Overheat Hedge, Bonds 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, leveraged etfs, rsi/overbought-oversold, tactical allocation, tech-heavy, trend filter, 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)

0.22

—

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

2.27

—

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

0.72

—

Trading activity

Annualized turnover, backtest period (backtest)

30.12

—

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

24.62

—

Daily win rate, backtest period (backtest)

56.63%

—

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

55.46%

—

Backtest

Backtest final value (from $10,000)

$32.5B

—

Backtest regulatory fees

$30.8M

—

Backtest slippage cost

$296.9M

—

Returns

Backtest length

3,765

—

Out-of-sample length

961

—

Return, backtest period (annualized) (backtest)

172.75%

—

Return, backtest period (cumulative) (backtest)

325275k%

—

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

78.08%

3.62%

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

805.13%

2.81%

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

0.53%

—

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

7.61%

0.34%

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

0.13%

—

Return, trailing 1 year (backtest)

24.05%

—

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

24.04%

86.44%

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

1.36%

—

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

13.69%

0.95%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.85

—

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

1.74

331.36

Maximum drawdown, backtest period (backtest)

-44.88%

—

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

-44.89%

-0.01%

Sharpe ratio, backtest period (backtest)

2.06

—

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

1.44

18.06

Sortino ratio, backtest period (backtest)

4.19

—

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

2.63

—

Standard deviation, backtest period (backtest)

55.65%

—

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

47.45%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Construction

Logic complexity (node count)

121

—

Rebalance corridor width

25.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

738

—

Watchers

383

—

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