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All-Star Sorts Leveraged Tech with Volatility Flips 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, leveraged etfs, mean‑reversion, multi‑asset, regime‑switching, tactical, trend/momentum, volatility timing

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)

0.36

—

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

0.10

—

Trading activity

Annualized turnover, backtest period (backtest)

117.08

—

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

107.26

—

Daily win rate, backtest period (backtest)

57.07%

—

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

50.24%

—

Backtest

Backtest final value (from $10,000)

$503.4B

—

Backtest regulatory fees

$2.7B

—

Backtest slippage cost

$12.9B

—

Returns

Backtest length

2,651

—

Out-of-sample length

623

—

Return, backtest period (annualized) (backtest)

439.33%

—

Return, backtest period (cumulative) (backtest)

5033598k%

—

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

27.46%

67.14%

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

82.35%

4.80%

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

4.78%

—

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

7.48%

4.80%

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

9.88%

—

Return, trailing 1 year (backtest)

42.75%

—

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

40.84%

0.00%

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

9.41%

—

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

14.58%

0.00%

SPY annualized return over the backtest window (backtest)

15.45%

—

Risk metrics

Calmar ratio, backtest period (backtest)

11.92

—

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

0.74

53.07

Maximum drawdown, backtest period (backtest)

-36.87%

—

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

-36.99%

-1.27%

Sharpe ratio, backtest period (backtest)

2.97

—

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

0.71

4.69

Sortino ratio, backtest period (backtest)

6.14

—

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

1.10

—

Standard deviation, backtest period (backtest)

63.25%

—

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

55.81%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.43

—

Construction

Logic complexity (node count)

4,050

—

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