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Ether ETF Rotation with TECL, UVXY and Treasuries 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)

crypto, ethereum, leveraged etfs, mean reversion, risk-on/risk-off, tactical rotation, trend-following, 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)

0.42

—

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

1.47

—

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

0.45

—

Trading activity

Annualized turnover, backtest period (backtest)

36.00

—

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

36.05

—

Daily win rate, backtest period (backtest)

71.16%

—

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

72.44%

—

Backtest

Backtest final value (from $10,000)

$62k

—

Backtest regulatory fees

$90

—

Backtest slippage cost

$734

—

Returns

Backtest length

735

—

Out-of-sample length

664

—

Return, backtest period (annualized) (backtest)

86.33%

—

Return, backtest period (cumulative) (backtest)

515.76%

—

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

78.59%

67.14%

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

362.01%

4.80%

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

0.04%

—

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

-2.78%

4.80%

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

0.09%

—

Return, trailing 1 year (backtest)

35.24%

—

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

35.24%

0.00%

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

0.18%

—

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

21.08%

0.00%

SPY annualized return over the backtest window (backtest)

24.00%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.25

—

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

2.05

53.07

Maximum drawdown, backtest period (backtest)

-38.37%

—

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

-38.37%

-1.27%

Sharpe ratio, backtest period (backtest)

1.47

—

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

1.38

4.69

Sortino ratio, backtest period (backtest)

2.82

—

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

2.76

—

Standard deviation, backtest period (backtest)

50.95%

—

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

50.69%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

117

—

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