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3x Tech Dip-Buys with VIX Hedges, EM/Gold Sleeves 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)

daily rebalance, leveraged etfs, tactical multi-asset, trend + mean reversion, volatility hedging

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)

0.30

—

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

-0.04

—

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

-0.02

—

Trading activity

Annualized turnover, backtest period (backtest)

60.06

—

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

56.07

—

Daily win rate, backtest period (backtest)

59.52%

—

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

53.74%

—

Backtest

Backtest final value (from $10,000)

$8.4M

—

Backtest regulatory fees

$22k

—

Backtest slippage cost

$179k

—

Returns

Backtest length

1,465

—

Out-of-sample length

361

—

Return, backtest period (annualized) (backtest)

218.24%

—

Return, backtest period (cumulative) (backtest)

84k%

—

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

36.35%

67.14%

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

54.97%

4.80%

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

-1.08%

—

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

0.68%

4.80%

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

-4.92%

—

Return, trailing 1 year (backtest)

21.57%

—

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

33.01%

0.00%

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

-5.78%

—

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

15.90%

0.00%

SPY annualized return over the backtest window (backtest)

14.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

18.55

—

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

3.09

53.07

Maximum drawdown, backtest period (backtest)

-11.76%

—

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

-11.77%

-1.27%

Sharpe ratio, backtest period (backtest)

4.01

—

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

1.38

4.69

Sortino ratio, backtest period (backtest)

8.89

—

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

1.94

—

Standard deviation, backtest period (backtest)

30.01%

—

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

24.76%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.22

—

Construction

Logic complexity (node count)

927

—

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