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Daily Leveraged Index Trend with Inverse and Cash Defense 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)

inverse etfs, leveraged etfs, momentum, risk management, tactical allocation, trend-following, volatility hedging

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)

0.23

—

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

2.05

—

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

0.60

—

Trading activity

Annualized turnover, backtest period (backtest)

53.36

—

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

58.22

—

Daily win rate, backtest period (backtest)

54.14%

—

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

52.95%

—

Backtest

Backtest final value (from $10,000)

$60k

—

Backtest regulatory fees

$140

—

Backtest slippage cost

$1,050

—

Returns

Backtest length

713

—

Out-of-sample length

593

—

Return, backtest period (annualized) (backtest)

88.76%

—

Return, backtest period (cumulative) (backtest)

504.98%

—

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

61.09%

67.14%

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

207.65%

4.80%

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

-1.11%

—

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

-1.69%

4.80%

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

-2.09%

—

Return, trailing 1 year (backtest)

94.49%

—

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

94.51%

0.00%

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

-0.87%

—

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

-8.89%

0.00%

SPY annualized return over the backtest window (backtest)

22.28%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.60

—

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

1.10

53.07

Maximum drawdown, backtest period (backtest)

-55.31%

—

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

-55.32%

-1.27%

Sharpe ratio, backtest period (backtest)

1.48

—

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

1.13

4.69

Sortino ratio, backtest period (backtest)

2.41

—

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

1.81

—

Standard deviation, backtest period (backtest)

52.08%

—

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

55.43%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

275

—

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