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Class Warfare: 3x S&P Short or 1.5x AAPL/MSFT 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 tactical, inverse etfs, leveraged etfs, regime switching, single-stock etfs, volatility regime filter

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)

0.01

—

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

1.84

—

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

0.54

—

Trading activity

Annualized turnover, backtest period (backtest)

33.40

—

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

30.88

—

Daily win rate, backtest period (backtest)

51.17%

—

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

50.70%

—

Backtest

Backtest final value (from $10,000)

$35k

—

Backtest regulatory fees

$71

—

Backtest slippage cost

$498

—

Returns

Backtest length

1,026

—

Out-of-sample length

710

—

Return, backtest period (annualized) (backtest)

35.66%

—

Return, backtest period (cumulative) (backtest)

246.62%

—

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

29.91%

67.14%

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

109.22%

4.80%

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

4.69%

—

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

16.97%

4.80%

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

6.55%

—

Return, trailing 1 year (backtest)

78.48%

—

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

78.49%

0.00%

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

7.03%

—

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

83.31%

0.00%

SPY annualized return over the backtest window (backtest)

19.54%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.70

—

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

0.58

53.07

Maximum drawdown, backtest period (backtest)

-51.22%

—

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

-51.22%

-1.27%

Sharpe ratio, backtest period (backtest)

0.86

—

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

0.76

4.69

Sortino ratio, backtest period (backtest)

1.37

—

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

1.21

—

Standard deviation, backtest period (backtest)

49.14%

—

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

52.44%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

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