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Vol-Weighted TQQQ Trend with 3x Treasuries and EM vs 50/50 Hedged Rotation and TQQQ Dip-Buy

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)

emerging markets, leveraged etfs, momentum/rsi, nasdaq 100, risk-on/risk-off, tactical rotation, treasuries, trend following

leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.25

—

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

0.95

—

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

0.48

—

Trading activity

Annualized turnover, backtest period (backtest)

40.24

—

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

37.43

—

Daily win rate, backtest period (backtest)

57.28%

—

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

53.98%

—

Backtest

Backtest final value (from $10,000)

$5.7B

—

Backtest regulatory fees

$8.6M

—

Backtest slippage cost

$82.4M

—

Returns

Backtest length

4,171

—

Out-of-sample length

502

—

Return, backtest period (annualized) (backtest)

122.64%

—

Return, backtest period (cumulative) (backtest)

56840k%

—

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

44.10%

3.62%

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

107.35%

2.81%

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

1.49%

—

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

9.66%

0.34%

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

0.30%

—

Return, trailing 1 year (backtest)

67.31%

—

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

67.28%

86.44%

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

1.31%

—

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

23.23%

0.95%

SPY annualized return over the backtest window (backtest)

14.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.01

—

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

1.37

331.36

Maximum drawdown, backtest period (backtest)

-40.79%

—

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

-32.10%

-0.01%

Sharpe ratio, backtest period (backtest)

2.37

—

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

1.29

18.06

Sortino ratio, backtest period (backtest)

3.87

—

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

1.91

—

Standard deviation, backtest period (backtest)

36.73%

—

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

32.66%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.34

—

Construction

Logic complexity (node count)

119

—

Rebalance corridor width

—

9.00%

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