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Axiom Growth Tech Basket with Volatility Hedge, Inverse Exit 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)

growth/tech, leveraged etfs, long/short, market timing, risk management, tactical allocation, volatility hedge

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)

0.25

—

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

1.07

—

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

0.53

—

Trading activity

Annualized turnover, backtest period (backtest)

33.96

—

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

27.18

—

Daily win rate, backtest period (backtest)

56.51%

—

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

53.45%

—

Backtest

Backtest final value (from $10,000)

$3.6M

—

Backtest regulatory fees

$4,616

—

Backtest slippage cost

$39k

—

Returns

Backtest length

1,890

—

Out-of-sample length

507

—

Return, backtest period (annualized) (backtest)

118.95%

—

Return, backtest period (cumulative) (backtest)

36k%

—

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

48.12%

67.14%

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

120.76%

4.80%

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

0.57%

—

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

4.73%

4.80%

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

0.37%

—

Return, trailing 1 year (backtest)

16.94%

—

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

16.94%

0.00%

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

1.66%

—

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

8.79%

0.00%

SPY annualized return over the backtest window (backtest)

15.93%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.05

—

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

3.49

53.07

Maximum drawdown, backtest period (backtest)

-19.68%

—

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

-13.79%

-1.27%

Sharpe ratio, backtest period (backtest)

2.44

—

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

1.33

4.69

Sortino ratio, backtest period (backtest)

4.80

—

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

2.92

—

Standard deviation, backtest period (backtest)

34.51%

—

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

33.53%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.23

—

Construction

Logic complexity (node count)

371

—

Rebalance corridor width

10.00%

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