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Excellent Adventures Leveraged Single-Stock ETF Rotation 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)

leveraged etfs, market timing, mega-cap tech, momentum & mean-reversion, multi-timeframe signals, rotation, tactical allocation, volatility trading

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)

0.48

—

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

2.03

—

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

0.43

—

Trading activity

Annualized turnover, backtest period (backtest)

64.83

—

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

66.02

—

Daily win rate, backtest period (backtest)

54.86%

—

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

52.86%

—

Backtest

Backtest final value (from $10,000)

$381k

—

Backtest regulatory fees

$972

—

Backtest slippage cost

$6,721

—

Returns

Backtest length

957

—

Out-of-sample length

700

—

Return, backtest period (annualized) (backtest)

160.44%

—

Return, backtest period (cumulative) (backtest)

3705%

—

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

86.60%

67.14%

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

466.99%

4.80%

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

-1.03%

—

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

-10.07%

4.80%

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

-2.33%

—

Return, trailing 1 year (backtest)

113.64%

—

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

113.64%

0.00%

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

-2.17%

—

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

14.01%

0.00%

SPY annualized return over the backtest window (backtest)

20.83%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.56

—

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

1.38

53.07

Maximum drawdown, backtest period (backtest)

-62.75%

—

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

-62.75%

-1.27%

Sharpe ratio, backtest period (backtest)

1.76

—

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

1.21

4.69

Sortino ratio, backtest period (backtest)

2.87

—

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

1.94

—

Standard deviation, backtest period (backtest)

66.87%

—

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

73.32%

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)

1,835

—

Rebalance corridor width

10.00%

1.00%

Rebalance frequency

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