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Anti-Beta Defense with Small UPRO Sleeve vs Domestic Leveraged Sector Trend Rotation

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Allocation target

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Allocation target: Equities

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Hedge / defensive overlay

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Hedge / defensive overlay: Cash / T-bills

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Leverage use

—

Trading signal: RSI overbought / oversold

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Trading signal: Trend (moving averages)

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Trading signal: Volatility regime (VIX)

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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)

anti-beta core, defensive rotation, leveraged sleeve, risk-on/risk-off, tactical allocation, trend following, volatility targeting

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)

0.29

—

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

0.27

—

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

0.21

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Trading activity

Annualized turnover, backtest period (backtest)

63.22

—

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

61.04

—

Daily win rate, backtest period (backtest)

51.58%

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

54.80%

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Backtest

Backtest final value (from $10,000)

$407k

—

Backtest regulatory fees

$2,222

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Backtest slippage cost

$16k

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Returns

Backtest length

3,649

—

Out-of-sample length

719

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Return, backtest period (annualized) (backtest)

29.15%

—

Return, backtest period (cumulative) (backtest)

3966%

—

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

39.47%

67.14%

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

158.69%

4.80%

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

0.00%

—

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

3.11%

4.80%

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

2.56%

—

Return, trailing 1 year (backtest)

17.83%

—

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

17.83%

0.00%

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

2.21%

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

5.60%

0.00%

SPY annualized return over the backtest window (backtest)

14.55%

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Risk metrics

Calmar ratio, backtest period (backtest)

0.68

—

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

2.23

53.07

Maximum drawdown, backtest period (backtest)

-43.16%

—

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

-17.70%

-1.27%

Sharpe ratio, backtest period (backtest)

1.36

—

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

1.78

4.69

Sortino ratio, backtest period (backtest)

2.01

—

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

2.82

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Standard deviation, backtest period (backtest)

20.42%

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

19.78%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.72

—

Construction

Logic complexity (node count)

175

—

Rebalance corridor width

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