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Compare investment strategies

Daily Multi-Rule Leveraged Stocks, Bonds and 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)

bonds, leveraged etfs, macro regime, tactical multi‑strategy, tech/semis tilt, trend & mean‑reversion, 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)

0.06

—

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

1.81

—

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

0.66

—

Trading activity

Annualized turnover, backtest period (backtest)

64.71

—

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

61.95

—

Daily win rate, backtest period (backtest)

56.93%

—

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

49.85%

—

Backtest

Backtest final value (from $10,000)

$2.3B

—

Backtest regulatory fees

$6.5M

—

Backtest slippage cost

$62.6M

—

Returns

Backtest length

2,770

—

Out-of-sample length

684

—

Return, backtest period (annualized) (backtest)

207.46%

—

Return, backtest period (cumulative) (backtest)

23105k%

—

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

40.39%

67.14%

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

151.49%

4.80%

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

2.02%

—

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

15.64%

4.80%

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

3.57%

—

Return, trailing 1 year (backtest)

26.42%

—

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

26.39%

0.00%

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

4.49%

—

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

4.14%

0.00%

SPY annualized return over the backtest window (backtest)

15.28%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.33

—

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

0.84

53.07

Maximum drawdown, backtest period (backtest)

-47.93%

—

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

-47.94%

-1.27%

Sharpe ratio, backtest period (backtest)

2.64

—

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

1.00

4.69

Sortino ratio, backtest period (backtest)

5.48

—

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

1.63

—

Standard deviation, backtest period (backtest)

46.49%

—

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

42.49%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.21

—

Construction

Logic complexity (node count)

3,722

—

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