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Dynamic Bond-vs-Stock Contrarian Leveraged ETF Picker vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

leveraged etfs, long/short, mean reversion, momentum, risk-on/off, tactical rotation

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.26

—

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

1.36

—

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

0.37

—

Trading activity

Annualized turnover, backtest period (backtest)

152.74

—

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

148.94

—

Daily win rate, backtest period (backtest)

56.44%

—

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

54.75%

—

Backtest

Backtest final value (from $10,000)

$2.7M

—

Backtest regulatory fees

$18k

—

Backtest slippage cost

$140k

—

Returns

Backtest length

1,095

—

Out-of-sample length

694

—

Return, backtest period (annualized) (backtest)

261.99%

—

Return, backtest period (cumulative) (backtest)

27k%

—

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

46.71%

261.52%

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

187.82%

6.85%

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

0.21%

—

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

5.99%

1.95%

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

1.65%

—

Return, trailing 1 year (backtest)

84.62%

—

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

84.57%

0.00%

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

6.32%

—

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

5.04%

6.14%

SPY annualized return over the backtest window (backtest)

17.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.80

—

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

1.03

376.45

Maximum drawdown, backtest period (backtest)

-45.19%

—

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

-45.19%

-0.69%

Sharpe ratio, backtest period (backtest)

2.48

—

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

0.96

7.79

Sortino ratio, backtest period (backtest)

4.20

—

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

1.41

—

Standard deviation, backtest period (backtest)

58.95%

—

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

56.84%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.54

—

Construction

Logic complexity (node count)

2,014

—

Rebalance frequency

daily

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