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200-Day Gate: Nasdaq, 3x Dips, Small-Cap Short 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)

etf rotation, inverse etfs, leveraged etfs, market timing, momentum and mean‑reversion, risk‑on/risk‑off, tactical asset allocation

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)

0.04

—

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

0.64

—

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

0.54

—

Trading activity

Annualized turnover, backtest period (backtest)

17.06

—

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

16.48

—

Daily win rate, backtest period (backtest)

53.86%

—

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

57.66%

—

Backtest

Backtest final value (from $10,000)

$239k

—

Backtest regulatory fees

$516

—

Backtest slippage cost

$3,894

—

Returns

Backtest length

4,196

—

Out-of-sample length

581

—

Return, backtest period (annualized) (backtest)

20.98%

—

Return, backtest period (cumulative) (backtest)

2286%

—

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

16.22%

67.14%

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

41.01%

4.80%

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

-2.50%

—

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

4.99%

4.80%

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

-3.71%

—

Return, trailing 1 year (backtest)

26.90%

—

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

41.88%

0.00%

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

-5.00%

—

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

3.98%

0.00%

SPY annualized return over the backtest window (backtest)

14.49%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.76

—

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

0.59

53.07

Maximum drawdown, backtest period (backtest)

-27.74%

—

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

-27.43%

-1.27%

Sharpe ratio, backtest period (backtest)

1.22

—

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

0.88

4.69

Sortino ratio, backtest period (backtest)

1.74

—

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

1.03

—

Standard deviation, backtest period (backtest)

16.79%

—

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

19.37%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

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