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Bull Market Fund Surfing SPY/QQQ with UUP/GLD Defense 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)

200-day trend filter, bull bias, daily rebalance, leveraged etfs, rsi-based, safe havens, tactical allocation, volatility hedge

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)

0.15

—

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

1.32

—

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

0.71

—

Trading activity

Annualized turnover, backtest period (backtest)

45.19

—

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

45.76

—

Daily win rate, backtest period (backtest)

55.88%

—

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

54.88%

—

Backtest

Backtest final value (from $10,000)

$353.1M

—

Backtest regulatory fees

$931k

—

Backtest slippage cost

$9.0M

—

Returns

Backtest length

3,765

—

Out-of-sample length

1,015

—

Return, backtest period (annualized) (backtest)

101.52%

—

Return, backtest period (cumulative) (backtest)

3531k%

—

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

46.62%

67.14%

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

367.77%

4.80%

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

0.60%

—

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

2.24%

4.80%

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

1.16%

—

Return, trailing 1 year (backtest)

16.62%

—

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

16.61%

0.00%

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

0.94%

—

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

7.38%

0.00%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.16

—

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

1.45

53.07

Maximum drawdown, backtest period (backtest)

-32.10%

—

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

-32.10%

-1.27%

Sharpe ratio, backtest period (backtest)

1.80

—

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

1.45

4.69

Sortino ratio, backtest period (backtest)

4.51

—

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

2.60

—

Standard deviation, backtest period (backtest)

43.60%

—

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

29.39%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.97

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

209

—

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