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Bear-Market Nasdaq Short Sleeve with T-Bill Default vs Better Than a CD: Tech Trend with T-Bill Defense

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

bear-market hedge, daily rebalance, inverse etfs, leveraged etfs, rules-based, tactical allocation, trend/momentum

bonds/gold, inverse/short, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, trend-following, volatility hedged

Asset classes / instruments

equities

Market-relative

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

0.24

—

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

-0.32

—

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

-0.26

—

Trading activity

Annualized turnover, backtest period (backtest)

14.55

—

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

7.44

—

Daily win rate, backtest period (backtest)

45.71%

—

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

75.88%

—

Backtest

Backtest final value (from $10,000)

$1.2M

—

Backtest regulatory fees

$1,639

—

Backtest slippage cost

$12k

—

Returns

Backtest length

4,163

—

Out-of-sample length

514

—

Return, backtest period (annualized) (backtest)

33.71%

—

Return, backtest period (cumulative) (backtest)

12k%

—

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

17.89%

4.85%

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

39.43%

4.53%

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

0.03%

—

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

0.34%

0.38%

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

0.08%

—

Return, trailing 1 year (backtest)

1.14%

—

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

1.19%

6.30%

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

0.14%

—

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

0.95%

1.75%

SPY annualized return over the backtest window (backtest)

14.04%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.28

—

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

1.27

9.16

Maximum drawdown, backtest period (backtest)

-26.31%

—

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

-14.06%

-0.53%

Sharpe ratio, backtest period (backtest)

1.20

—

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

0.91

3.47

Sortino ratio, backtest period (backtest)

2.34

—

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

1.69

—

Standard deviation, backtest period (backtest)

27.05%

—

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

20.20%

1.37%

Quality

Community review status

ACTIVE

—

Holdings

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

0.99

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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