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Daily Leveraged Nasdaq Rotation with Inverse Hedges 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 rebalancing, inverse hedging, k‑1 free, leveraged etfs, momentum/mean‑reversion, sector timing, tactical rotation

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)

2.13

—

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

0.84

—

Trading activity

Annualized turnover, backtest period (backtest)

21.22

—

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

22.55

—

Daily win rate, backtest period (backtest)

56.95%

—

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

56.39%

—

Backtest

Backtest final value (from $10,000)

$28.9M

—

Backtest regulatory fees

$39k

—

Backtest slippage cost

$347k

—

Returns

Backtest length

4,072

—

Out-of-sample length

704

—

Return, backtest period (annualized) (backtest)

63.73%

—

Return, backtest period (cumulative) (backtest)

289k%

—

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

41.07%

67.14%

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

161.87%

4.80%

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

0.82%

—

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

7.27%

4.80%

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

0.56%

—

Return, trailing 1 year (backtest)

21.97%

—

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

21.96%

0.00%

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

1.61%

—

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

4.24%

0.00%

SPY annualized return over the backtest window (backtest)

14.71%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.73

—

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

1.12

53.07

Maximum drawdown, backtest period (backtest)

-36.77%

—

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

-36.77%

-1.27%

Sharpe ratio, backtest period (backtest)

1.54

—

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

1.07

4.69

Sortino ratio, backtest period (backtest)

2.32

—

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

1.60

—

Standard deviation, backtest period (backtest)

36.21%

—

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

39.20%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.40

—

Construction

Logic complexity (node count)

311

—

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