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TQQQ Trend with VIXM Hedge and T-Bill 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)

leveraged etfs, momentum, tactical allocation, trend-following, us large-cap tech, volatility hedge

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)

0.05

—

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

2.80

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

12.33

—

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

12.36

—

Daily win rate, backtest period (backtest)

53.94%

—

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

58.01%

—

Backtest

Backtest final value (from $10,000)

$3.2M

—

Backtest regulatory fees

$2,180

—

Backtest slippage cost

$16k

—

Returns

Backtest length

3,964

—

Out-of-sample length

693

—

Return, backtest period (annualized) (backtest)

44.34%

—

Return, backtest period (cumulative) (backtest)

32k%

—

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

62.80%

3.62%

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

282.70%

2.81%

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

1.31%

—

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

13.82%

0.34%

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

0.33%

—

Return, trailing 1 year (backtest)

40.68%

—

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

40.67%

86.44%

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

2.11%

—

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

-2.71%

0.95%

SPY annualized return over the backtest window (backtest)

14.20%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.90

—

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

1.62

331.36

Maximum drawdown, backtest period (backtest)

-49.19%

—

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

-38.86%

-0.01%

Sharpe ratio, backtest period (backtest)

1.03

—

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

1.15

18.06

Sortino ratio, backtest period (backtest)

1.50

—

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

1.80

—

Standard deviation, backtest period (backtest)

45.70%

—

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

55.12%

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

10.00%

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