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Daily 3x Nasdaq/S&P Mix Gated by Treasury Strength 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)

cash/t‑bills, daily tactical, leveraged etfs, mean reversion, momentum, risk switch, trend 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)

0.09

—

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

2.19

—

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

0.77

—

Trading activity

Annualized turnover, backtest period (backtest)

57.98

—

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

58.51

—

Daily win rate, backtest period (backtest)

47.21%

—

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

59.80%

—

Backtest

Backtest final value (from $10,000)

$10.0M

—

Backtest regulatory fees

$30k

—

Backtest slippage cost

$259k

—

Returns

Backtest length

4,190

—

Out-of-sample length

883

—

Return, backtest period (annualized) (backtest)

51.46%

—

Return, backtest period (cumulative) (backtest)

100k%

—

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

57.62%

67.14%

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

393.38%

4.80%

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

1.50%

—

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

0.04%

4.80%

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

1.77%

—

Return, trailing 1 year (backtest)

53.60%

—

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

53.59%

0.00%

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

5.07%

—

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

3.43%

0.00%

SPY annualized return over the backtest window (backtest)

14.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.94

—

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

1.05

53.07

Maximum drawdown, backtest period (backtest)

-54.95%

—

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

-54.95%

-1.27%

Sharpe ratio, backtest period (backtest)

1.15

—

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

1.29

4.69

Sortino ratio, backtest period (backtest)

1.76

—

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

2.02

—

Standard deviation, backtest period (backtest)

44.99%

—

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

41.98%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.69

—

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