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3x Bull/Bear ETF Long-Short Pair with KMLM Fallback 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)

anti-beta, big tech, biotech, dow, high-beta, leveraged & inverse etfs, long/short, managed futures (kmlm), momentum (rsi), real estate, small-caps

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)

0.47

—

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

-0.46

—

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

-0.17

—

Trading activity

Annualized turnover, backtest period (backtest)

48.18

—

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

42.12

—

Daily win rate, backtest period (backtest)

55.34%

—

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

58.61%

—

Backtest

Backtest final value (from $10,000)

$78k

—

Backtest regulatory fees

$216

—

Backtest slippage cost

$1,578

—

Returns

Backtest length

1,227

—

Out-of-sample length

1,227

—

Return, backtest period (annualized) (backtest)

52.25%

—

Return, backtest period (cumulative) (backtest)

675.66%

—

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

36.42%

67.14%

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

49.45%

4.80%

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

0.45%

—

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

-9.04%

4.80%

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

3.98%

—

Return, trailing 1 year (backtest)

65.72%

—

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

62.29%

0.00%

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

-1.40%

—

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

-6.95%

0.00%

SPY annualized return over the backtest window (backtest)

12.63%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.30

—

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

1.76

53.07

Maximum drawdown, backtest period (backtest)

-22.76%

—

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

-20.74%

-1.27%

Sharpe ratio, backtest period (backtest)

1.29

—

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

1.10

4.69

Sortino ratio, backtest period (backtest)

1.96

—

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

1.67

—

Standard deviation, backtest period (backtest)

38.17%

—

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

33.37%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.52

—

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