\n\ud83d\udcc8 Yearly return (CAGR): 33.9%<\/strong>
\n\ud83d\udcc9 Worst drop (max drawdown): -34.0%<\/strong>
\n\u26a1 Sharpe Ratio: 1.07<\/strong>
\n\ud83d\udcb0 Total Return: 1727.8%<\/strong>
\n\ud83c\udd9a S&P 500 (SPY) over the same period: 324.5%<\/strong> \u2014 this strategy outperformed by 1403.3 points<\/strong>
\ud83c\udfaf Universe: TQQQ, UPRO, SPXL, TLT, GLD, SHY<\/strong>\n<\/div>\n
\u26a0\ufe0f Risk tier: Aggressive tier.<\/strong>
- This strategy passed every calculation-integrity check (data, costs, look-ahead, leverage accounting), but these robustness checks did not pass and are disclosed instead: out-of-sample period; deflated Sharpe ratio (luck across many tested candidates).<\/li>
- Deflated Sharpe ratio: 0.61 (confidence level 0.95). This strategy was selected from many backtested candidates. Its deflated Sharpe ratio is below the 0.95 confidence level, so the backtest result may be luck and cannot be ruled out as such.<\/li>
- Out-of-sample period 2022-12-30 to 2026-10-05: 29.7% a year with a -28.2% worst drop (return\/drawdown 1.053) vs S&P 500 (SPY) 22.2% \/ -18.8% (1.181) — it lagged the benchmark on a risk-adjusted basis.<\/li>
- Bear-market losses: 2018Q4 -21.6% (S&P 500 (SPY) -19.2%); 2020 Feb-Mar -19.8% (S&P 500 (SPY) -33.7%); 2022 -22.5% (S&P 500 (SPY) -24.5%).<\/li>
- Leverage: holds leveraged ETFs (SPXL 3x, TQQQ 3x, UPRO 3x).<\/li>
- Maximum drawdown in the full backtest: -34.0%.<\/li>
- Not forward-verified: this is a historical backtest, and the strategy's paper-trading record is still in progress.<\/li><\/ul><\/div>\n\n