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3x Tech Uptrend Blend with Inverse Hedges 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)

bonds, commodities, leveraged/inverse etfs, mean-reversion, regime switching, semiconductors, tech-heavy, trend-following, volatility

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)

0.10

—

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

2.55

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

47.29

—

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

38.45

—

Daily win rate, backtest period (backtest)

57.10%

—

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

55.56%

—

Backtest

Backtest final value (from $10,000)

$474k

—

Backtest regulatory fees

$919

—

Backtest slippage cost

$7,147

—

Returns

Backtest length

1,126

—

Out-of-sample length

792

—

Return, backtest period (annualized) (backtest)

137.02%

—

Return, backtest period (cumulative) (backtest)

4644%

—

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

61.14%

67.14%

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

348.79%

4.80%

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

0.37%

—

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

13.01%

4.80%

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

4.02%

—

Return, trailing 1 year (backtest)

32.17%

—

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

32.17%

0.00%

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

3.45%

—

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

18.19%

0.00%

SPY annualized return over the backtest window (backtest)

14.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.36

—

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

1.94

53.07

Maximum drawdown, backtest period (backtest)

-31.44%

—

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

-31.44%

-1.27%

Sharpe ratio, backtest period (backtest)

1.96

—

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

1.17

4.69

Sortino ratio, backtest period (backtest)

3.38

—

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

1.93

—

Standard deviation, backtest period (backtest)

50.37%

—

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

51.76%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.51

—

Construction

Logic complexity (node count)

4,277

—

Rebalance corridor width

3.00%

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