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Best Signals Medley with 3x Tech and Managed Futures 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)

daily rebalance, leveraged tech momentum, managed futures (kmlm), tactical rotation, 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)

0.41

—

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

1.57

—

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

0.43

—

Trading activity

Annualized turnover, backtest period (backtest)

62.74

—

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

59.70

—

Daily win rate, backtest period (backtest)

57.19%

—

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

55.04%

—

Backtest

Backtest final value (from $10,000)

$9.7M

—

Backtest regulatory fees

$15k

—

Backtest slippage cost

$127k

—

Returns

Backtest length

1,126

—

Out-of-sample length

258

—

Return, backtest period (annualized) (backtest)

365.86%

—

Return, backtest period (cumulative) (backtest)

97k%

—

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

76.84%

67.14%

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

79.66%

4.80%

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

-0.39%

—

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

3.22%

4.80%

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

-1.99%

—

Return, trailing 1 year (backtest)

68.53%

—

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

68.49%

0.00%

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

-0.41%

—

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

11.31%

0.00%

SPY annualized return over the backtest window (backtest)

14.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

15.91

—

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

5.24

53.07

Maximum drawdown, backtest period (backtest)

-23.00%

—

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

-14.65%

-1.27%

Sharpe ratio, backtest period (backtest)

3.03

—

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

1.46

4.69

Sortino ratio, backtest period (backtest)

6.53

—

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

2.34

—

Standard deviation, backtest period (backtest)

55.66%

—

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

46.64%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.48

—

Construction

Logic complexity (node count)

1,112

—

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