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TQQQ Trend with Yield Curve and Bond Signals vs Rising Rates Volatility Switch Risk-Parity Mix

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, macro/yield-curve, mean reversion, risk management, tactical allocation, trend-following, volatility hedging

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

-0.08

—

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

1.99

—

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

0.70

—

Trading activity

Annualized turnover, backtest period (backtest)

36.26

—

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

40.54

—

Daily win rate, backtest period (backtest)

54.89%

—

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

60.79%

—

Backtest

Backtest final value (from $10,000)

$5.8B

—

Backtest regulatory fees

$13.0M

—

Backtest slippage cost

$125.8M

—

Returns

Backtest length

3,775

—

Out-of-sample length

709

—

Return, backtest period (annualized) (backtest)

142.54%

—

Return, backtest period (cumulative) (backtest)

58310k%

—

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

27.48%

3.62%

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

98.21%

2.81%

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

0.03%

—

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

5.44%

0.34%

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

0.08%

—

Return, trailing 1 year (backtest)

1.53%

—

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

1.51%

6.30%

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

0.16%

—

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

11.52%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.90

—

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

0.56

331.36

Maximum drawdown, backtest period (backtest)

-49.20%

—

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

-49.21%

-0.01%

Sharpe ratio, backtest period (backtest)

2.04

—

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

0.77

18.06

Sortino ratio, backtest period (backtest)

3.99

—

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

1.15

—

Standard deviation, backtest period (backtest)

49.04%

—

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

43.89%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.82

—

Construction

Logic complexity (node count)

129

—

Rebalance corridor width

5.00%

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