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2x NVDA Bounce/Strength Switch with T-Bill Default 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 single‑stock etf, momentum & mean reversion, nvda‑focused, risk‑on/risk‑off, tactical

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)

-0.01

—

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

2.83

—

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

0.62

—

Trading activity

Annualized turnover, backtest period (backtest)

96.24

—

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

96.21

—

Daily win rate, backtest period (backtest)

51.15%

—

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

49.42%

—

Backtest

Backtest final value (from $10,000)

$254k

—

Backtest regulatory fees

$1,307

—

Backtest slippage cost

$8,984

—

Returns

Backtest length

741

—

Out-of-sample length

516

—

Return, backtest period (annualized) (backtest)

199.92%

—

Return, backtest period (cumulative) (backtest)

2438%

—

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

24.36%

67.14%

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

55.58%

4.80%

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

-2.83%

—

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

-12.27%

4.80%

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

-5.23%

—

Return, trailing 1 year (backtest)

24.15%

—

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

30.43%

0.00%

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

-15.21%

—

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

16.56%

0.00%

SPY annualized return over the backtest window (backtest)

23.12%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.42

—

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

0.42

53.07

Maximum drawdown, backtest period (backtest)

-58.51%

—

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

-58.51%

-1.27%

Sharpe ratio, backtest period (backtest)

1.77

—

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

0.67

4.69

Sortino ratio, backtest period (backtest)

2.84

—

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

0.89

—

Standard deviation, backtest period (backtest)

80.06%

—

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

75.13%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

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