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Cautious Fund Surfing 3x with Dip-Buy and VIX Filter 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, leveraged etfs, momentum/trend, multi-asset, risk management, tactical asset allocation, volatility targeting

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)

-0.03

—

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

2.43

—

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

0.88

—

Trading activity

Annualized turnover, backtest period (backtest)

21.53

—

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

15.98

—

Daily win rate, backtest period (backtest)

55.33%

—

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

54.82%

—

Backtest

Backtest final value (from $10,000)

$19.2M

—

Backtest regulatory fees

$22k

—

Backtest slippage cost

$175k

—

Returns

Backtest length

4,148

—

Out-of-sample length

912

—

Return, backtest period (annualized) (backtest)

58.26%

—

Return, backtest period (cumulative) (backtest)

192k%

—

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

48.73%

67.14%

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

321.29%

4.80%

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

1.00%

—

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

-1.43%

4.80%

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

1.91%

—

Return, trailing 1 year (backtest)

30.45%

—

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

30.45%

0.00%

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

-0.76%

—

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

-1.82%

0.00%

SPY annualized return over the backtest window (backtest)

13.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.19

—

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

1.00

53.07

Maximum drawdown, backtest period (backtest)

-48.93%

—

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

-48.93%

-1.27%

Sharpe ratio, backtest period (backtest)

1.42

—

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

1.17

4.69

Sortino ratio, backtest period (backtest)

2.22

—

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

1.82

—

Standard deviation, backtest period (backtest)

37.23%

—

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

40.98%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.39

—

Construction

Logic complexity (node count)

2,278

—

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