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Ultimate TQQQ Trend with Short-Volatility Tailwind 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, long/short nasdaq, risk-on/risk-off, tactical, tech momentum, trend-following, volatility hedging

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)

0.40

—

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

2.91

—

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

0.73

—

Trading activity

Annualized turnover, backtest period (backtest)

60.21

—

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

44.81

—

Daily win rate, backtest period (backtest)

55.51%

—

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

55.70%

—

Backtest

Backtest final value (from $10,000)

$1.5M

—

Backtest regulatory fees

$3,045

—

Backtest slippage cost

$24k

—

Returns

Backtest length

1,270

—

Out-of-sample length

298

—

Return, backtest period (annualized) (backtest)

170.85%

—

Return, backtest period (cumulative) (backtest)

15k%

—

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

134.05%

67.14%

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

174.28%

4.80%

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

0.47%

—

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

7.34%

4.80%

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

-3.56%

—

Return, trailing 1 year (backtest)

137.45%

—

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

137.45%

0.00%

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

-1.32%

—

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

7.21%

0.00%

SPY annualized return over the backtest window (backtest)

13.40%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.05

—

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

5.93

53.07

Maximum drawdown, backtest period (backtest)

-55.94%

—

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

-22.60%

-1.27%

Sharpe ratio, backtest period (backtest)

1.98

—

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

1.98

4.69

Sortino ratio, backtest period (backtest)

3.33

—

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

3.13

—

Standard deviation, backtest period (backtest)

59.19%

—

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

49.39%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.40

—

Construction

Logic complexity (node count)

157

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

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