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15/15 Market Assassin Tech Trend (No K-1) 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)

hedged, k‑1 free, leveraged etfs, risk‑managed, tactical allocation, tech/semis focus, trend + mean‑reversion

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)

0.19

—

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

1.50

—

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

0.41

—

Trading activity

Annualized turnover, backtest period (backtest)

92.85

—

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

91.98

—

Daily win rate, backtest period (backtest)

56.69%

—

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

53.44%

—

Backtest

Backtest final value (from $10,000)

$370.9M

—

Backtest regulatory fees

$1.6M

—

Backtest slippage cost

$15.7M

—

Returns

Backtest length

1,734

—

Out-of-sample length

799

—

Return, backtest period (annualized) (backtest)

360.96%

—

Return, backtest period (cumulative) (backtest)

3709k%

—

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

40.67%

67.14%

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

195.44%

4.80%

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

0.82%

—

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

14.23%

4.80%

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

0.88%

—

Return, trailing 1 year (backtest)

21.49%

—

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

21.43%

0.00%

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

2.17%

—

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

27.49%

0.00%

SPY annualized return over the backtest window (backtest)

16.03%

—

Risk metrics

Calmar ratio, backtest period (backtest)

9.65

—

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

1.09

53.07

Maximum drawdown, backtest period (backtest)

-37.42%

—

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

-37.43%

-1.27%

Sharpe ratio, backtest period (backtest)

2.65

—

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

0.88

4.69

Sortino ratio, backtest period (backtest)

4.93

—

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

1.48

—

Standard deviation, backtest period (backtest)

65.64%

—

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

55.37%

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)

318

—

Rebalance corridor width

5.00%

1.00%

Rebalance frequency

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