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Calm the Chaos Rotation with Bitcoin and Volatility Hedges 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)

daily rotation, leveraged etfs, mean-reversion, regime-switching, tech/semis focus, trend-following, volatility-hedged

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)

1.06

—

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

0.53

—

Trading activity

Annualized turnover, backtest period (backtest)

85.17

—

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

83.84

—

Daily win rate, backtest period (backtest)

61.52%

—

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

52.10%

—

Backtest

Backtest final value (from $10,000)

$31.7M

—

Backtest regulatory fees

$133k

—

Backtest slippage cost

$1.2M

—

Returns

Backtest length

1,705

—

Out-of-sample length

572

—

Return, backtest period (annualized) (backtest)

228.99%

—

Return, backtest period (cumulative) (backtest)

317k%

—

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

26.81%

67.14%

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

71.62%

4.80%

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

0.06%

—

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

1.27%

4.80%

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

1.29%

—

Return, trailing 1 year (backtest)

46.11%

—

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

46.07%

0.00%

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

-0.98%

—

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

17.60%

0.00%

SPY annualized return over the backtest window (backtest)

15.49%

—

Risk metrics

Calmar ratio, backtest period (backtest)

9.48

—

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

1.11

53.07

Maximum drawdown, backtest period (backtest)

-24.16%

—

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

-24.21%

-1.27%

Sharpe ratio, backtest period (backtest)

3.66

—

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

0.88

4.69

Sortino ratio, backtest period (backtest)

8.68

—

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

1.64

—

Standard deviation, backtest period (backtest)

34.09%

—

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

32.93%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.12

—

Construction

Logic complexity (node count)

6,453

—

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