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Volatility-Targeted TQQQ/QQQ Leverage Dial 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, nasdaq-100, risk management, tactical allocation, trend following, volatility targeting

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)

0.17

—

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

0.84

—

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

0.50

—

Trading activity

Annualized turnover, backtest period (backtest)

23.02

—

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

25.14

—

Daily win rate, backtest period (backtest)

51.25%

—

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

60.10%

—

Backtest

Backtest final value (from $10,000)

$942k

—

Backtest regulatory fees

$2,559

—

Backtest slippage cost

$18k

—

Returns

Backtest length

4,170

—

Out-of-sample length

391

—

Return, backtest period (annualized) (backtest)

31.60%

—

Return, backtest period (cumulative) (backtest)

9318%

—

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

38.29%

67.14%

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

65.58%

4.80%

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

0.90%

—

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

8.26%

4.80%

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

0.29%

—

Return, trailing 1 year (backtest)

1.80%

—

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

1.80%

0.00%

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

1.53%

—

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

-2.92%

0.00%

SPY annualized return over the backtest window (backtest)

14.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.86

—

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

1.63

53.07

Maximum drawdown, backtest period (backtest)

-36.75%

—

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

-23.44%

-1.27%

Sharpe ratio, backtest period (backtest)

1.12

—

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

1.28

4.69

Sortino ratio, backtest period (backtest)

1.61

—

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

1.83

—

Standard deviation, backtest period (backtest)

28.09%

—

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

28.63%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.71

—

Construction

Logic complexity (node count)

—

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