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Excellent Adventures: Best Variants, 2x Nasdaq Dips 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)

daily rebalancing, leveraged/inverse etfs, momentum/mean-reversion, tactical allocation, 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)

0.20

—

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

0.77

—

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

0.29

—

Trading activity

Annualized turnover, backtest period (backtest)

56.08

—

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

60.39

—

Daily win rate, backtest period (backtest)

54.36%

—

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

52.22%

—

Backtest

Backtest final value (from $10,000)

$4.2M

—

Backtest regulatory fees

$11k

—

Backtest slippage cost

$103k

—

Returns

Backtest length

2,075

—

Out-of-sample length

699

—

Return, backtest period (annualized) (backtest)

107.93%

—

Return, backtest period (cumulative) (backtest)

41k%

—

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

32.02%

67.14%

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

116.32%

4.80%

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

-1.20%

—

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

-10.63%

4.80%

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

-3.51%

—

Return, trailing 1 year (backtest)

67.73%

—

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

67.72%

0.00%

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

-2.12%

—

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

-13.19%

0.00%

SPY annualized return over the backtest window (backtest)

15.04%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.52

—

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

0.75

53.07

Maximum drawdown, backtest period (backtest)

-42.85%

—

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

-42.85%

-1.27%

Sharpe ratio, backtest period (backtest)

1.82

—

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

0.89

4.69

Sortino ratio, backtest period (backtest)

2.93

—

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

1.37

—

Standard deviation, backtest period (backtest)

46.21%

—

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

40.49%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.61

—

Construction

Logic complexity (node count)

3,195

—

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