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TQXL 50/50 TQQQ and SOXL Volatility-Sized 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)

cash buffer, leveraged etfs, risk-balanced, semiconductors, tech growth, volatility-weighted

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)

-0.10

—

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

4.48

—

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

0.89

—

Trading activity

Annualized turnover, backtest period (backtest)

1.63

—

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

2.00

—

Daily win rate, backtest period (backtest)

55.37%

—

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

57.25%

—

Backtest

Backtest final value (from $10,000)

$4.0M

—

Backtest regulatory fees

$110

—

Backtest slippage cost

$759

—

Returns

Backtest length

4,141

—

Out-of-sample length

835

—

Return, backtest period (annualized) (backtest)

44.09%

—

Return, backtest period (cumulative) (backtest)

40k%

—

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

67.73%

67.14%

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

456.03%

4.80%

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

0.23%

—

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

12.92%

4.80%

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

-5.07%

—

Return, trailing 1 year (backtest)

122.98%

—

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

112.33%

0.00%

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

-1.31%

—

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

-1.82%

0.00%

SPY annualized return over the backtest window (backtest)

13.95%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.52

—

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

0.97

53.07

Maximum drawdown, backtest period (backtest)

-84.64%

—

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

-69.95%

-1.27%

Sharpe ratio, backtest period (backtest)

0.87

—

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

1.07

4.69

Sortino ratio, backtest period (backtest)

1.25

—

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

1.55

—

Standard deviation, backtest period (backtest)

70.25%

—

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

74.86%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.56

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

1.00%

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