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Crypto 100 Market-Cap Weighted Index vs Chom66x Flow State Tech/Crypto 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)

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crypto proxy, dynamic hedging, leveraged etfs, managed futures, momentum, risk-on/risk-off, trend-following, volatility hedge

Asset classes / instruments

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equities

Market-relative

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

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3.34

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

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1.77

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

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0.17

Trading activity

Annualized turnover, backtest period (backtest)

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76.92

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

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94.14

Daily win rate, backtest period (backtest)

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56.25%

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

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56.32%

Backtest

Backtest final value (from $10,000)

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$3.3M

Backtest regulatory fees

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$3,187

Backtest slippage cost

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$27k

Returns

Backtest length

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608

Out-of-sample length

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174

Return, backtest period (annualized) (backtest)

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1005%

Return, backtest period (cumulative) (backtest)

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33k%

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

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1471%

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

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577.22%

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

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-8.92%

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

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6.06%

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

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2.94%

Return, trailing 1 year (backtest)

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964.77%

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

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0.00%

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

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-2.45%

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

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166.49%

SPY annualized return over the backtest window (backtest)

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19.88%

Risk metrics

Calmar ratio, backtest period (backtest)

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15.91

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

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25.51

Maximum drawdown, backtest period (backtest)

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-63.19%

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

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-57.67%

Sharpe ratio, backtest period (backtest)

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2.71

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

—

2.73

Sortino ratio, backtest period (backtest)

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4.39

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

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4.51

Standard deviation, backtest period (backtest)

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112.52%

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

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134.94%

Quality

Community review status

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ACTIVE

Holdings

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

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0.85

Construction

Logic complexity (node count)

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408

Rebalance frequency

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daily

Rebalancing (methodology text)

Automatic

—

Popularity

Remixes (copies)

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560

Watchers

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234

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