Side-by-side comparison

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Blended 3x Rotation with Pops and Tech Bears 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)

buy-the-dip, daily rebalanced, leveraged etfs, risk management, tactical allocation, tech bias, trend following, volatility targeting

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)

0.12

—

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

1.47

—

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

0.54

—

Trading activity

Annualized turnover, backtest period (backtest)

48.28

—

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

49.62

—

Daily win rate, backtest period (backtest)

56.04%

—

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

58.30%

—

Backtest

Backtest final value (from $10,000)

$359.7M

—

Backtest regulatory fees

$1.0M

—

Backtest slippage cost

$9.9M

—

Returns

Backtest length

3,649

—

Out-of-sample length

849

—

Return, backtest period (annualized) (backtest)

106.32%

—

Return, backtest period (cumulative) (backtest)

3597k%

—

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

41.51%

67.14%

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

222.56%

4.80%

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

0.51%

—

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

0.01%

4.80%

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

0.99%

—

Return, trailing 1 year (backtest)

1.52%

—

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

1.51%

0.00%

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

-0.23%

—

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

0.27%

0.00%

SPY annualized return over the backtest window (backtest)

14.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.44

—

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

0.95

53.07

Maximum drawdown, backtest period (backtest)

-43.64%

—

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

-43.65%

-1.27%

Sharpe ratio, backtest period (backtest)

2.06

—

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

1.06

4.69

Sortino ratio, backtest period (backtest)

3.48

—

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

1.54

—

Standard deviation, backtest period (backtest)

38.79%

—

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

40.34%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.42

—

Construction

Logic complexity (node count)

4,559

—

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