Side-by-side comparison

Compare investment strategies

Volatility-Weighted TQQQ with T-Bill Barbell vs Domestic Leveraged Sector Trend Rotation

Every published figureShow 13 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

daily rebalanced, leveraged etfs, mean reversion, momentum, regime switching, tactical asset allocation, trend following, volatility hedge

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Risk metrics

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

1.67

53.07

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

-8.29%

-1.27%

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

1.42

4.69

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

9.50%

11.60%

Construction

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Returns

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

13.85%

67.14%

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

30.49%

4.80%

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

2.35%

4.80%

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

9.59%

0.00%

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

2.26%

0.00%

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