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Barebones 2x Nasdaq Long/Inverse with Gold Fallback 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

Hedge / defensive overlay: Bonds / Treasuries

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Hedge / defensive overlay: Gold / precious metals

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Leverage use

—

Trading signal: Relative strength vs another asset

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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)

etfs, leveraged etfs, mean reversion, momentum, risk-on/risk-off, tactical asset allocation, trend-following

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)

-0.00

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

1.61

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

0.70

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Trading activity

Annualized turnover, backtest period (backtest)

31.97

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

30.60

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Daily win rate, backtest period (backtest)

55.38%

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

55.68%

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Backtest

Backtest final value (from $10,000)

$11.7M

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Backtest regulatory fees

$23k

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Backtest slippage cost

$200k

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Returns

Backtest length

5,092

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Out-of-sample length

774

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Return, backtest period (annualized) (backtest)

41.84%

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Return, backtest period (cumulative) (backtest)

117k%

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

30.91%

67.14%

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

128.97%

4.80%

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

0.90%

—

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

9.41%

4.80%

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

0.30%

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Return, trailing 1 year (backtest)

15.11%

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

15.10%

0.00%

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

1.52%

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

7.10%

0.00%

SPY annualized return over the backtest window (backtest)

11.54%

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Risk metrics

Calmar ratio, backtest period (backtest)

1.28

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

1.42

53.07

Maximum drawdown, backtest period (backtest)

-32.60%

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

-21.70%

-1.27%

Sharpe ratio, backtest period (backtest)

1.26

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

0.94

4.69

Sortino ratio, backtest period (backtest)

1.89

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

1.42

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Standard deviation, backtest period (backtest)

31.60%

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

35.08%

11.60%

Quality

Community review status

ACTIVE

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Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

—

Watchers

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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