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Treasury Bull/Bear Rotation with Safe Assets and QQQ vs Better Than a CD: Tech Trend with T-Bill Defense

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)

bond rotation, daily rebalance, leveraged etfs, mean reversion, multi-asset, risk management, tactical asset allocation, trend following, volatility hedging

bonds/gold, inverse/short, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, trend-following, volatility hedged

Asset classes / instruments

equities

Market-relative

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

0.15

—

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

1.13

—

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

0.45

—

Trading activity

Annualized turnover, backtest period (backtest)

72.72

—

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

74.32

—

Daily win rate, backtest period (backtest)

58.97%

—

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

56.56%

—

Backtest

Backtest final value (from $10,000)

$300k

—

Backtest regulatory fees

$1,480

—

Backtest slippage cost

$11k

—

Returns

Backtest length

1,121

—

Out-of-sample length

716

—

Return, backtest period (annualized) (backtest)

114.65%

—

Return, backtest period (cumulative) (backtest)

2899%

—

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

36.99%

4.85%

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

144.85%

4.53%

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

-0.40%

—

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

-0.15%

0.38%

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

-1.66%

—

Return, trailing 1 year (backtest)

8.16%

—

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

8.16%

6.30%

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

0.28%

—

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

7.33%

1.75%

SPY annualized return over the backtest window (backtest)

15.34%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.62

—

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

1.17

9.16

Maximum drawdown, backtest period (backtest)

-31.70%

—

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

-31.70%

-0.53%

Sharpe ratio, backtest period (backtest)

2.23

—

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

1.01

3.47

Sortino ratio, backtest period (backtest)

3.64

—

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

1.54

—

Standard deviation, backtest period (backtest)

37.34%

—

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

38.19%

1.37%

Quality

Community review status

ACTIVE

—

Holdings

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

0.40

—

Construction

Logic complexity (node count)

7,937

—

Rebalance frequency

daily

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