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Compare investment strategies

Bear Dip Buys and Bull HFEAR with Safe-Haven Rotation 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 rotation, dip buying, leveraged etfs, momentum, tactical asset allocation, trend following, volatility hedging

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)

-0.13

—

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

2.08

—

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

0.72

—

Trading activity

Annualized turnover, backtest period (backtest)

39.66

—

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

35.90

—

Daily win rate, backtest period (backtest)

57.34%

—

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

54.73%

—

Backtest

Backtest final value (from $10,000)

$5.6M

—

Backtest regulatory fees

$14k

—

Backtest slippage cost

$113k

—

Returns

Backtest length

1,988

—

Out-of-sample length

941

—

Return, backtest period (annualized) (backtest)

123.01%

—

Return, backtest period (cumulative) (backtest)

56k%

—

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

24.09%

67.14%

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

124.07%

4.80%

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

0.86%

—

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

-5.34%

4.80%

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

3.72%

—

Return, trailing 1 year (backtest)

8.33%

—

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

8.33%

0.00%

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

-0.60%

—

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

-15.18%

0.00%

SPY annualized return over the backtest window (backtest)

15.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.95

—

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

0.38

53.07

Maximum drawdown, backtest period (backtest)

-63.19%

—

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

-63.19%

-1.27%

Sharpe ratio, backtest period (backtest)

1.99

—

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

0.72

4.69

Sortino ratio, backtest period (backtest)

3.18

—

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

1.02

—

Standard deviation, backtest period (backtest)

45.58%

—

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

43.17%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.29

—

Construction

Logic complexity (node count)

177

—

Rebalance corridor width

5.00%

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