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Bond vs Tech Tactical Mix with Short Volatility 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)

bonds vs tech, daily rebalance, leveraged/inverse etfs, momentum & mean reversion, tactical rotation, tech-heavy, vix/volatility

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)

0.10

—

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

0.59

—

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

0.51

—

Trading activity

Annualized turnover, backtest period (backtest)

31.97

—

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

31.90

—

Daily win rate, backtest period (backtest)

59.50%

—

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

56.36%

—

Backtest

Backtest final value (from $10,000)

$51k

—

Backtest regulatory fees

$155

—

Backtest slippage cost

$911

—

Returns

Backtest length

1,131

—

Out-of-sample length

653

—

Return, backtest period (annualized) (backtest)

43.92%

—

Return, backtest period (cumulative) (backtest)

413.24%

—

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

21.65%

67.14%

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

66.29%

4.80%

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

-0.08%

—

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

-0.55%

4.80%

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

0.28%

—

Return, trailing 1 year (backtest)

28.38%

—

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

28.39%

0.00%

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

0.04%

—

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

8.08%

0.00%

SPY annualized return over the backtest window (backtest)

14.70%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.76

—

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

1.36

53.07

Maximum drawdown, backtest period (backtest)

-15.89%

—

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

-15.88%

-1.27%

Sharpe ratio, backtest period (backtest)

2.33

—

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

1.16

4.69

Sortino ratio, backtest period (backtest)

4.37

—

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

2.08

—

Standard deviation, backtest period (backtest)

16.17%

—

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

18.42%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

341

—

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