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Emerging Markets Tactical: Country Leaders, Inverse EM 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, daily rebalance, emerging markets, leveraged/inverse etfs, mean reversion, momentum, tactical allocation, trend-following

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)

0.00

—

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

1.45

—

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

0.64

—

Trading activity

Annualized turnover, backtest period (backtest)

26.46

—

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

18.58

—

Daily win rate, backtest period (backtest)

54.62%

—

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

55.87%

—

Backtest

Backtest final value (from $10,000)

$746k

—

Backtest regulatory fees

$1,293

—

Backtest slippage cost

$10k

—

Returns

Backtest length

2,318

—

Out-of-sample length

716

—

Return, backtest period (annualized) (backtest)

59.77%

—

Return, backtest period (cumulative) (backtest)

7358%

—

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

28.46%

67.14%

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

103.93%

4.80%

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

1.75%

—

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

-3.64%

4.80%

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

-0.81%

—

Return, trailing 1 year (backtest)

52.99%

—

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

52.99%

0.00%

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

-1.92%

—

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

0.46%

0.00%

SPY annualized return over the backtest window (backtest)

15.05%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.03

—

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

0.96

53.07

Maximum drawdown, backtest period (backtest)

-29.50%

—

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

-29.50%

-1.27%

Sharpe ratio, backtest period (backtest)

1.33

—

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

0.89

4.69

Sortino ratio, backtest period (backtest)

2.36

—

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

1.31

—

Standard deviation, backtest period (backtest)

41.44%

—

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

34.85%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.29

—

Construction

Logic complexity (node count)

—

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