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Battleship III: Four-Bucket Risk-On/Off with 3x S&P/Nasdaq 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, leveraged etfs, momentum/relative strength, risk-on/risk-off, tactical multi-asset, trend-following, 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)

0.33

—

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

1.46

—

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

0.55

—

Trading activity

Annualized turnover, backtest period (backtest)

44.35

—

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

44.99

—

Daily win rate, backtest period (backtest)

56.43%

—

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

55.01%

—

Backtest

Backtest final value (from $10,000)

$13.6M

—

Backtest regulatory fees

$30k

—

Backtest slippage cost

$255k

—

Returns

Backtest length

1,935

—

Out-of-sample length

409

—

Return, backtest period (annualized) (backtest)

155.76%

—

Return, backtest period (cumulative) (backtest)

136k%

—

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

65.38%

67.14%

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

126.71%

4.80%

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

1.68%

—

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

-3.16%

4.80%

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

5.55%

—

Return, trailing 1 year (backtest)

34.72%

—

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

34.71%

0.00%

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

0.86%

—

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

3.66%

0.00%

SPY annualized return over the backtest window (backtest)

16.87%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.37

—

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

1.54

53.07

Maximum drawdown, backtest period (backtest)

-65.64%

—

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

-42.48%

-1.27%

Sharpe ratio, backtest period (backtest)

2.03

—

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

1.32

4.69

Sortino ratio, backtest period (backtest)

3.42

—

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

2.12

—

Standard deviation, backtest period (backtest)

53.13%

—

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

45.86%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.38

—

Construction

Logic complexity (node count)

251

—

Rebalance corridor width

6.00%

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

128

—

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