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Bitcoin Signal for 3x Stock ETFs with T-Bill Parking 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 signals, cash/t-bills, daily rebalance, equities, inverse etf, leveraged etfs, momentum, tactical allocation, trend following

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)

0.16

—

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

0.27

—

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

0.28

—

Trading activity

Annualized turnover, backtest period (backtest)

40.96

—

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

36.41

—

Daily win rate, backtest period (backtest)

67.86%

—

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

66.11%

—

Backtest

Backtest final value (from $10,000)

$33k

—

Backtest regulatory fees

$92

—

Backtest slippage cost

$675

—

Returns

Backtest length

949

—

Out-of-sample length

661

—

Return, backtest period (annualized) (backtest)

37.61%

—

Return, backtest period (cumulative) (backtest)

233.18%

—

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

21.89%

67.14%

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

68.19%

4.80%

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

0.86%

—

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

-1.29%

4.80%

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

-1.18%

—

Return, trailing 1 year (backtest)

11.19%

—

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

11.20%

0.00%

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

-1.38%

—

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

14.22%

0.00%

SPY annualized return over the backtest window (backtest)

22.37%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.73

—

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

1.59

53.07

Maximum drawdown, backtest period (backtest)

-13.78%

—

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

-13.78%

-1.27%

Sharpe ratio, backtest period (backtest)

2.21

—

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

1.36

4.69

Sortino ratio, backtest period (backtest)

3.46

—

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

1.97

—

Standard deviation, backtest period (backtest)

14.98%

—

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

15.44%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.72

—

Construction

Logic complexity (node count)

—

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