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Bitcoin ETF Signal for 3x S&P Long/Short 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)

bitcoin-driven signal, leveraged etfs, momentum, tactical, treasuries, trend/countertrend, us equities

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)

0.25

—

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

0.03

—

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

0.02

—

Trading activity

Annualized turnover, backtest period (backtest)

65.93

—

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

59.01

—

Daily win rate, backtest period (backtest)

61.53%

—

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

65.29%

—

Backtest

Backtest final value (from $10,000)

$58k

—

Backtest regulatory fees

$231

—

Backtest slippage cost

$1,944

—

Returns

Backtest length

1,227

—

Out-of-sample length

726

—

Return, backtest period (annualized) (backtest)

43.21%

—

Return, backtest period (cumulative) (backtest)

475.61%

—

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

25.80%

67.14%

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

93.92%

4.80%

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

1.69%

—

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

-3.12%

4.80%

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

-2.50%

—

Return, trailing 1 year (backtest)

29.14%

—

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

29.15%

0.00%

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

-2.96%

—

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

28.58%

0.00%

SPY annualized return over the backtest window (backtest)

12.54%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.27

—

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

1.18

53.07

Maximum drawdown, backtest period (backtest)

-33.92%

—

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

-21.88%

-1.27%

Sharpe ratio, backtest period (backtest)

1.34

—

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

1.06

4.69

Sortino ratio, backtest period (backtest)

2.13

—

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

1.62

—

Standard deviation, backtest period (backtest)

30.10%

—

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

24.43%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

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