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Dip the Scales RSI Laddered 3x Dip Buyer 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 management, daily rebalancing, dip buying, leveraged etfs, momentum/rsi, semiconductors, tech-heavy, volatility hedge

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)

0.12

—

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

1.03

—

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

0.51

—

Trading activity

Annualized turnover, backtest period (backtest)

18.68

—

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

17.76

—

Daily win rate, backtest period (backtest)

55.34%

—

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

70.60%

—

Backtest

Backtest final value (from $10,000)

$1.6M

—

Backtest regulatory fees

$2,614

—

Backtest slippage cost

$19k

—

Returns

Backtest length

3,775

—

Out-of-sample length

966

—

Return, backtest period (annualized) (backtest)

40.35%

—

Return, backtest period (cumulative) (backtest)

16k%

—

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

32.62%

67.14%

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

195.48%

4.80%

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

0.04%

—

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

0.93%

4.80%

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

0.09%

—

Return, trailing 1 year (backtest)

31.46%

—

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

31.46%

0.00%

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

0.19%

—

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

9.61%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.54

—

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

1.25

53.07

Maximum drawdown, backtest period (backtest)

-26.15%

—

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

-26.15%

-1.27%

Sharpe ratio, backtest period (backtest)

1.32

—

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

1.06

4.69

Sortino ratio, backtest period (backtest)

2.93

—

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

2.35

—

Standard deviation, backtest period (backtest)

28.45%

—

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

30.61%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.91

—

Construction

Logic complexity (node count)

465

—

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