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TUSI Custom: TQQQ Move Triggers Volatility or Tech Dip Buys 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)

leveraged etfs, mean reversion, tactical market timing, tech/nasdaq tilt, volatility (vix) etfs

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)

0.04

—

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

1.21

—

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

0.78

—

Trading activity

Annualized turnover, backtest period (backtest)

12.89

—

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

14.04

—

Daily win rate, backtest period (backtest)

59.80%

—

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

60.48%

—

Backtest

Backtest final value (from $10,000)

$1.1M

—

Backtest regulatory fees

$1,322

—

Backtest slippage cost

$9,853

—

Returns

Backtest length

3,721

—

Out-of-sample length

830

—

Return, backtest period (annualized) (backtest)

37.60%

—

Return, backtest period (cumulative) (backtest)

11k%

—

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

28.89%

67.14%

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

130.89%

4.80%

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

0.29%

—

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

1.60%

4.80%

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

-0.17%

—

Return, trailing 1 year (backtest)

42.23%

—

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

42.23%

0.00%

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

0.31%

—

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

11.68%

0.00%

SPY annualized return over the backtest window (backtest)

15.22%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.60

—

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

1.18

53.07

Maximum drawdown, backtest period (backtest)

-62.29%

—

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

-24.51%

-1.27%

Sharpe ratio, backtest period (backtest)

1.21

—

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

1.21

4.69

Sortino ratio, backtest period (backtest)

1.78

—

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

2.07

—

Standard deviation, backtest period (backtest)

30.43%

—

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

23.13%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

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