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TQQQ When Bonds Beat Nasdaq RSI, Else T-Bills vs VIXM Volatility Scaling Hedge with SHV Cash

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)

bonds vs stocks, contrarian, leveraged, momentum, nasdaq-100, risk-on/risk-off, rsi, tactical

risk management, tactical allocation, treasuries, vix futures, volatility hedge

Asset classes / instruments

equities

Market-relative

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

-0.10

—

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

2.29

—

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

0.77

—

Trading activity

Annualized turnover, backtest period (backtest)

24.36

—

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

29.17

—

Daily win rate, backtest period (backtest)

47.49%

—

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

70.66%

—

Backtest

Backtest final value (from $10,000)

$4.6M

—

Backtest regulatory fees

$8,771

—

Backtest slippage cost

$70k

—

Returns

Backtest length

4,190

—

Out-of-sample length

743

—

Return, backtest period (annualized) (backtest)

44.49%

—

Return, backtest period (cumulative) (backtest)

45k%

—

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

40.05%

3.45%

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

170.32%

0.13%

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

0.04%

—

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

0.34%

0.00%

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

0.09%

—

Return, trailing 1 year (backtest)

51.53%

—

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

51.53%

0.00%

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

0.17%

—

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

4.64%

0.00%

SPY annualized return over the backtest window (backtest)

14.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.76

—

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

0.75

128.91

Maximum drawdown, backtest period (backtest)

-58.62%

—

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

-53.54%

-0.03%

Sharpe ratio, backtest period (backtest)

1.05

—

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

0.97

10.69

Sortino ratio, backtest period (backtest)

1.58

—

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

1.47

—

Standard deviation, backtest period (backtest)

44.46%

—

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

45.41%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

10.00%

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