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Cactus 3x Nasdaq Long/Inverse Switch (No K-1) 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)

hedging, leveraged etfs, momentum/trend, risk-on/risk-off, systematic, tactical allocation, volatility regime

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)

0.29

—

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

1.32

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

46.60

—

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

49.53

—

Daily win rate, backtest period (backtest)

57.61%

—

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

57.72%

—

Backtest

Backtest final value (from $10,000)

$44.0M

—

Backtest regulatory fees

$90k

—

Backtest slippage cost

$798k

—

Returns

Backtest length

3,194

—

Out-of-sample length

648

—

Return, backtest period (annualized) (backtest)

93.81%

—

Return, backtest period (cumulative) (backtest)

440k%

—

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

59.75%

67.14%

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

234.16%

4.80%

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

0.99%

—

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

7.80%

4.80%

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

0.30%

—

Return, trailing 1 year (backtest)

45.72%

—

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

45.67%

0.00%

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

-0.23%

—

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

9.16%

0.00%

SPY annualized return over the backtest window (backtest)

14.19%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.69

—

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

2.35

53.07

Maximum drawdown, backtest period (backtest)

-25.46%

—

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

-25.47%

-1.27%

Sharpe ratio, backtest period (backtest)

2.06

—

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

1.49

4.69

Sortino ratio, backtest period (backtest)

3.32

—

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

2.14

—

Standard deviation, backtest period (backtest)

35.14%

—

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

35.96%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.66

—

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