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Buy the Dips Else Not Boring: 3x Nasdaq Risk Mix 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, drawdown filters, inverse-vol weighting, leveraged etfs, macro hedging, risk-parity, tactical allocation

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)

-0.06

—

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

1.59

—

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

0.73

—

Trading activity

Annualized turnover, backtest period (backtest)

24.65

—

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

22.72

—

Daily win rate, backtest period (backtest)

56.06%

—

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

54.82%

—

Backtest

Backtest final value (from $10,000)

$1.3M

—

Backtest regulatory fees

$3,182

—

Backtest slippage cost

$23k

—

Returns

Backtest length

3,730

—

Out-of-sample length

912

—

Return, backtest period (annualized) (backtest)

38.66%

—

Return, backtest period (cumulative) (backtest)

13k%

—

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

24.27%

67.14%

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

119.76%

4.80%

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

0.61%

—

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

-6.71%

4.80%

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

1.17%

—

Return, trailing 1 year (backtest)

-4.65%

—

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

-4.65%

0.00%

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

0.11%

—

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

-6.86%

0.00%

SPY annualized return over the backtest window (backtest)

15.06%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.24

—

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

0.78

53.07

Maximum drawdown, backtest period (backtest)

-31.24%

—

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

-31.24%

-1.27%

Sharpe ratio, backtest period (backtest)

1.23

—

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

0.83

4.69

Sortino ratio, backtest period (backtest)

1.99

—

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

1.43

—

Standard deviation, backtest period (backtest)

30.34%

—

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

32.38%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.37

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

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