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Adaptive Asset Allocation: Best Two of QLD, QID and Gold 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)

gold, leveraged etfs, long/short, momentum, nasdaq-100, risk-based sizing, tactical asset allocation, weekly rebalance

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)

0.14

—

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

0.42

—

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

0.34

—

Trading activity

Annualized turnover, backtest period (backtest)

3.69

—

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

3.29

—

Daily win rate, backtest period (backtest)

54.77%

—

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

55.97%

—

Backtest

Backtest final value (from $10,000)

$79k

—

Backtest regulatory fees

$87

—

Backtest slippage cost

$330

—

Returns

Backtest length

4,966

—

Out-of-sample length

988

—

Return, backtest period (annualized) (backtest)

11.03%

—

Return, backtest period (cumulative) (backtest)

687.02%

—

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

23.37%

67.14%

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

127.98%

4.80%

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

1.31%

—

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

2.14%

4.80%

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

0.91%

—

Return, trailing 1 year (backtest)

7.84%

—

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

7.84%

0.00%

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

-0.48%

—

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

6.26%

0.00%

SPY annualized return over the backtest window (backtest)

10.98%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.42

—

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

1.11

53.07

Maximum drawdown, backtest period (backtest)

-26.52%

—

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

-21.04%

-1.27%

Sharpe ratio, backtest period (backtest)

0.67

—

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

1.21

4.69

Sortino ratio, backtest period (backtest)

0.93

—

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

1.72

—

Standard deviation, backtest period (backtest)

18.07%

—

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

18.89%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.58

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

weekly

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