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All In: Short-Term Inverse-Volatility Leveraged ETF Mix 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)

dynamic allocation, inverse-volatility, leveraged multi-asset, short-term, stocks/bonds/gold/bitcoin, trend-following overlay

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)

0.32

—

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

1.06

—

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

0.69

—

Trading activity

Annualized turnover, backtest period (backtest)

102.73

—

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

100.77

—

Daily win rate, backtest period (backtest)

56.58%

—

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

56.89%

—

Backtest

Backtest final value (from $10,000)

$41k

—

Backtest regulatory fees

$167

—

Backtest slippage cost

$1,195

—

Returns

Backtest length

631

—

Out-of-sample length

392

—

Return, backtest period (annualized) (backtest)

75.33%

—

Return, backtest period (cumulative) (backtest)

308.84%

—

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

70.18%

67.14%

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

129.15%

4.80%

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

1.06%

—

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

-0.90%

4.80%

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

3.50%

—

Return, trailing 1 year (backtest)

50.72%

—

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

50.74%

0.00%

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

2.17%

—

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

7.87%

0.00%

SPY annualized return over the backtest window (backtest)

19.47%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.17

—

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

4.82

53.07

Maximum drawdown, backtest period (backtest)

-14.56%

—

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

-14.56%

-1.27%

Sharpe ratio, backtest period (backtest)

2.30

—

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

2.16

4.69

Sortino ratio, backtest period (backtest)

3.73

—

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

3.42

—

Standard deviation, backtest period (backtest)

25.93%

—

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

26.25%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

122

—

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