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Battle Drill 1A: Tech Extremes, Dollar, Commodities 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)

commodities, crash hedge, daily rebalance, defensive stocks, leveraged etfs, mean reversion, tactical, technology, us dollar

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)

0.21

—

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

0.90

—

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

0.40

—

Trading activity

Annualized turnover, backtest period (backtest)

12.21

—

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

8.76

—

Daily win rate, backtest period (backtest)

54.38%

—

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

55.29%

—

Backtest

Backtest final value (from $10,000)

$686k

—

Backtest regulatory fees

$772

—

Backtest slippage cost

$5,525

—

Returns

Backtest length

3,220

—

Out-of-sample length

633

—

Return, backtest period (annualized) (backtest)

39.20%

—

Return, backtest period (cumulative) (backtest)

6756%

—

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

37.31%

67.14%

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

122.03%

4.80%

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

1.48%

—

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

1.17%

4.80%

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

4.40%

—

Return, trailing 1 year (backtest)

11.95%

—

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

11.95%

0.00%

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

1.95%

—

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

-5.91%

0.00%

SPY annualized return over the backtest window (backtest)

13.99%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.15

—

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

1.09

53.07

Maximum drawdown, backtest period (backtest)

-34.16%

—

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

-34.16%

-1.27%

Sharpe ratio, backtest period (backtest)

1.33

—

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

1.05

4.69

Sortino ratio, backtest period (backtest)

2.63

—

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

2.05

—

Standard deviation, backtest period (backtest)

27.57%

—

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

35.70%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.52

—

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