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TQQQ vs PSQ Nasdaq Switch on Bond Momentum 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)

high risk, inverse etf, leveraged etf, mean reversion, momentum (rsi), nasdaq-100, regime switching, tactical allocation

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)

0.13

—

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

1.79

—

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

0.61

—

Trading activity

Annualized turnover, backtest period (backtest)

30.50

—

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

29.42

—

Daily win rate, backtest period (backtest)

54.70%

—

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

56.68%

—

Backtest

Backtest final value (from $10,000)

$7.8M

—

Backtest regulatory fees

$15k

—

Backtest slippage cost

$120k

—

Returns

Backtest length

4,185

—

Out-of-sample length

748

—

Return, backtest period (annualized) (backtest)

49.30%

—

Return, backtest period (cumulative) (backtest)

78k%

—

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

52.46%

3.62%

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

250.23%

2.81%

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

0.10%

—

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

-0.87%

0.34%

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

0.38%

—

Return, trailing 1 year (backtest)

29.05%

—

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

29.03%

6.30%

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

-0.11%

—

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

-11.18%

0.95%

SPY annualized return over the backtest window (backtest)

14.45%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.82

—

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

1.09

331.36

Maximum drawdown, backtest period (backtest)

-59.92%

—

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

-48.30%

-0.01%

Sharpe ratio, backtest period (backtest)

1.11

—

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

1.17

18.06

Sortino ratio, backtest period (backtest)

1.60

—

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

1.60

—

Standard deviation, backtest period (backtest)

45.46%

—

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

44.70%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.91

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

1.00%

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