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TQQQ Trend with VIX Seatbelt and Commodity Sleeves 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)

inverse/short etfs, leveraged tech core, market-neutral, tactical commodities, treasuries, trend-following, us dollar, 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)

0.07

—

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

0.70

—

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

0.63

—

Trading activity

Annualized turnover, backtest period (backtest)

27.83

—

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

30.42

—

Daily win rate, backtest period (backtest)

60.63%

—

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

56.31%

—

Backtest

Backtest final value (from $10,000)

$3.1M

—

Backtest regulatory fees

$7,594

—

Backtest slippage cost

$59k

—

Returns

Backtest length

3,439

—

Out-of-sample length

547

—

Return, backtest period (annualized) (backtest)

52.15%

—

Return, backtest period (cumulative) (backtest)

31k%

—

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

21.50%

3.62%

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

52.01%

2.81%

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

-1.36%

—

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

1.48%

0.34%

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

-1.39%

—

Return, trailing 1 year (backtest)

19.41%

—

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

19.95%

86.44%

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

-0.99%

—

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

8.86%

0.95%

SPY annualized return over the backtest window (backtest)

14.51%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.21

—

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

1.63

331.36

Maximum drawdown, backtest period (backtest)

-16.26%

—

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

-13.19%

-0.01%

Sharpe ratio, backtest period (backtest)

2.53

—

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

1.17

18.06

Sortino ratio, backtest period (backtest)

5.21

—

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

2.10

—

Standard deviation, backtest period (backtest)

17.13%

—

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

18.06%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.16

—

Construction

Logic complexity (node count)

461

—

Rebalance corridor width

5.00%

9.00%

Rebalance frequency

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