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Compare investment strategies

TQQQ vs TTT Paired Switching vs Domestic Leveraged Sector Trend Rotation

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 treasuries, leveraged etfs, momentum, nasdaq-100, tactical switching, trend-following

crypto proxy, leveraged etfs, risk-on/risk-off, 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)

1.43

—

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

0.43

—

Trading activity

Annualized turnover, backtest period (backtest)

17.66

—

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

20.26

—

Daily win rate, backtest period (backtest)

53.29%

—

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

52.46%

—

Backtest

Backtest final value (from $10,000)

$487k

—

Backtest regulatory fees

$859

—

Backtest slippage cost

$6,038

—

Returns

Backtest length

3,633

—

Out-of-sample length

995

—

Return, backtest period (annualized) (backtest)

30.93%

—

Return, backtest period (cumulative) (backtest)

4773%

—

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

26.16%

67.14%

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

150.56%

4.80%

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

-0.06%

—

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

9.46%

4.80%

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

-1.68%

—

Return, trailing 1 year (backtest)

9.94%

—

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

9.93%

0.00%

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

-2.35%

—

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

3.14%

0.00%

SPY annualized return over the backtest window (backtest)

14.59%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.52

—

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

0.50

53.07

Maximum drawdown, backtest period (backtest)

-59.88%

—

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

-52.22%

-1.27%

Sharpe ratio, backtest period (backtest)

0.80

—

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

0.71

4.69

Sortino ratio, backtest period (backtest)

1.13

—

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

1.03

—

Standard deviation, backtest period (backtest)

48.81%

—

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

50.86%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

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