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Bitcoin Futures ETF Long/Short with T-Bill Fallback 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, crypto, mean‑reversion, momentum, risk management, tactical allocation, trend filter

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)

0.43

—

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

1.03

—

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

0.39

—

Trading activity

Annualized turnover, backtest period (backtest)

52.33

—

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

20.85

—

Daily win rate, backtest period (backtest)

51.86%

—

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

55.15%

—

Backtest

Backtest final value (from $10,000)

$73k

—

Backtest regulatory fees

$372

—

Backtest slippage cost

$2,039

—

Returns

Backtest length

1,076

—

Out-of-sample length

136

—

Return, backtest period (annualized) (backtest)

59.46%

—

Return, backtest period (cumulative) (backtest)

634.70%

—

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

106.69%

67.14%

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

45.85%

4.80%

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

-1.09%

—

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

7.33%

4.80%

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

-1.27%

—

Return, trailing 1 year (backtest)

14.20%

—

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

-16.41%

0.00%

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

-4.55%

—

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

31.97%

0.00%

SPY annualized return over the backtest window (backtest)

19.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.22

—

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

8.05

53.07

Maximum drawdown, backtest period (backtest)

-48.61%

—

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

-13.25%

-1.27%

Sharpe ratio, backtest period (backtest)

1.27

—

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

2.39

4.69

Sortino ratio, backtest period (backtest)

2.14

—

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

4.30

—

Standard deviation, backtest period (backtest)

44.39%

—

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

32.88%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.99

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

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