Side-by-side comparison

Compare investment strategies

TQQQ with Bond Trend, Drawdown and VIX Filters vs Bond and Defensive Signals Gate for TQQQ

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Allocation target: Equities

—

Hedge / defensive overlay

—

Leverage use

—

Rebalance schedule

—

Trading signal: Drawdown / loss from peak

—

Trading signal: Interest rates / yield curve

—

Trading signal: Volatility regime (VIX)

—

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

daily rebalance, leveraged tech, rate regime, risk-on/off, safe-haven mix, volatility filter

bond signals, daily rebalance, defensive factor, leveraged etf, nasdaq-100, risk-on/off, tactical momentum, trend following

Asset classes / instruments

equities

Market-relative

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

0.19

—

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

1.59

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

31.22

—

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

44.08

—

Daily win rate, backtest period (backtest)

56.02%

—

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

54.86%

—

Backtest

Backtest final value (from $10,000)

$5.9M

—

Backtest regulatory fees

$21k

—

Backtest slippage cost

$169k

—

Returns

Backtest length

3,770

—

Out-of-sample length

1,132

—

Return, backtest period (annualized) (backtest)

53.25%

—

Return, backtest period (cumulative) (backtest)

59k%

—

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

40.79%

207.42%

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

365.60%

17.40%

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

0.81%

—

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

4.77%

17.20%

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

-0.19%

—

Return, trailing 1 year (backtest)

9.42%

—

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

9.41%

0.00%

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

0.90%

—

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

-6.71%

0.00%

SPY annualized return over the backtest window (backtest)

15.33%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.90

—

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

0.69

43.28

Maximum drawdown, backtest period (backtest)

-59.32%

—

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

-59.32%

-4.79%

Sharpe ratio, backtest period (backtest)

1.22

—

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

1.05

3.80

Sortino ratio, backtest period (backtest)

1.76

—

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

1.52

—

Standard deviation, backtest period (backtest)

42.50%

—

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

40.60%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.60

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

Popularity

Remixes (copies)

1,303

—

Watchers

811

—

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