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Apple 200-Day Trend with 2x Long/Inverse ETFs 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)

200-day trend filter, apple-only, cash via t-bills, daily rebalance, leveraged/inverse etfs, rsi-based, tactical

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)

0.04

—

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

1.46

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

55.57

—

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

46.27

—

Daily win rate, backtest period (backtest)

56.56%

—

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

55.27%

—

Backtest

Backtest final value (from $10,000)

$48k

—

Backtest regulatory fees

$154

—

Backtest slippage cost

$1,003

—

Returns

Backtest length

1,052

—

Out-of-sample length

512

—

Return, backtest period (annualized) (backtest)

45.31%

—

Return, backtest period (cumulative) (backtest)

376.58%

—

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

16.95%

67.14%

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

37.02%

4.80%

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

0.84%

—

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

16.69%

4.80%

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

0.95%

—

Return, trailing 1 year (backtest)

121.36%

—

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

126.60%

0.00%

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

9.41%

—

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

39.39%

0.00%

SPY annualized return over the backtest window (backtest)

17.63%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.82

—

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

0.31

53.07

Maximum drawdown, backtest period (backtest)

-54.92%

—

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

-54.92%

-1.27%

Sharpe ratio, backtest period (backtest)

1.10

—

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

0.56

4.69

Sortino ratio, backtest period (backtest)

1.68

—

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

0.87

—

Standard deviation, backtest period (backtest)

42.17%

—

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

49.60%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

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