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Double Dippy with Commodities and Volatility Fade vs Domestic Leveraged Sector Trend Rotation

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Cash / T-bills

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Hedge / defensive overlay: Volatility products (VIX)

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Leverage use

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Rebalance schedule

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Trading signal: Relative strength vs another asset

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Trading signal: RSI overbought / oversold

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Trading signal: Trend (moving averages)

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Trading signal: Volatility regime (VIX)

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Weighting scheme

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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)

commodities, daily rebalancing, leveraged etfs, managed futures, mean reversion, 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)

0.10

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

1.04

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

0.68

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Trading activity

Annualized turnover, backtest period (backtest)

41.82

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

42.77

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Daily win rate, backtest period (backtest)

58.45%

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

54.92%

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Backtest

Backtest final value (from $10,000)

$449k

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Backtest regulatory fees

$1,327

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Backtest slippage cost

$9,595

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Returns

Backtest length

1,846

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Out-of-sample length

976

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Return, backtest period (annualized) (backtest)

68.06%

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Return, backtest period (cumulative) (backtest)

4392%

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

33.16%

67.14%

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

203.49%

4.80%

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

0.83%

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

-0.53%

4.80%

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

1.71%

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Return, trailing 1 year (backtest)

61.48%

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

61.48%

0.00%

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

0.59%

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

12.74%

0.00%

SPY annualized return over the backtest window (backtest)

16.43%

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Risk metrics

Calmar ratio, backtest period (backtest)

2.85

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

1.39

53.07

Maximum drawdown, backtest period (backtest)

-23.91%

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

-23.91%

-1.27%

Sharpe ratio, backtest period (backtest)

2.27

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

1.36

4.69

Sortino ratio, backtest period (backtest)

3.67

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

2.09

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Standard deviation, backtest period (backtest)

24.14%

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

22.94%

11.60%

Quality

Community review status

ACTIVE

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Holdings

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

0.25

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Construction

Logic complexity (node count)

1,705

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Rebalance corridor width

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1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

—

Watchers

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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