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Concentrated Mega-Cap Tech with VIX Frontrunner Overlay 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)

growth, leveraged-etfs, managed-futures-signal, market-timing, momentum, tactical, tech-heavy, trend-following, volatility-hedge

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)

0.17

—

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

1.15

—

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

0.63

—

Trading activity

Annualized turnover, backtest period (backtest)

30.04

—

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

31.54

—

Daily win rate, backtest period (backtest)

56.41%

—

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

55.25%

—

Backtest

Backtest final value (from $10,000)

$471k

—

Backtest regulatory fees

$709

—

Backtest slippage cost

$6,139

—

Returns

Backtest length

1,459

—

Out-of-sample length

505

—

Return, backtest period (annualized) (backtest)

94.46%

—

Return, backtest period (cumulative) (backtest)

4614%

—

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

39.72%

67.14%

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

95.75%

4.80%

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

-0.37%

—

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

-3.49%

4.80%

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

-0.46%

—

Return, trailing 1 year (backtest)

7.40%

—

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

7.40%

0.00%

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

0.24%

—

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

-0.09%

0.00%

SPY annualized return over the backtest window (backtest)

15.29%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.79

—

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

2.01

53.07

Maximum drawdown, backtest period (backtest)

-19.74%

—

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

-19.74%

-1.27%

Sharpe ratio, backtest period (backtest)

2.57

—

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

1.24

4.69

Sortino ratio, backtest period (backtest)

5.26

—

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

2.91

—

Standard deviation, backtest period (backtest)

27.28%

—

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

30.41%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.23

—

Construction

Logic complexity (node count)

448

—

Rebalance corridor width

10.00%

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