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Feaver Hedge Block Leveraged Tech with Treasuries and VIX 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, multi-asset rotation, risk-on/risk-off, rules-based tactical allocation, trend and mean-reversion, volatility hedging

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)

0.08

—

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

0.80

—

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

0.46

—

Trading activity

Annualized turnover, backtest period (backtest)

40.26

—

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

45.96

—

Daily win rate, backtest period (backtest)

58.59%

—

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

51.80%

—

Backtest

Backtest final value (from $10,000)

$234.1M

—

Backtest regulatory fees

$598k

—

Backtest slippage cost

$5.7M

—

Returns

Backtest length

3,663

—

Out-of-sample length

529

—

Return, backtest period (annualized) (backtest)

99.77%

—

Return, backtest period (cumulative) (backtest)

2341k%

—

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

25.63%

67.14%

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

60.72%

4.80%

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

-4.22%

—

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

1.48%

4.80%

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

-5.64%

—

Return, trailing 1 year (backtest)

1.96%

—

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

17.04%

0.00%

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

-4.92%

—

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

12.62%

0.00%

SPY annualized return over the backtest window (backtest)

14.38%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.15

—

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

1.07

53.07

Maximum drawdown, backtest period (backtest)

-24.02%

—

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

-24.02%

-1.27%

Sharpe ratio, backtest period (backtest)

2.88

—

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

0.95

4.69

Sortino ratio, backtest period (backtest)

5.48

—

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

1.44

—

Standard deviation, backtest period (backtest)

25.13%

—

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

28.16%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.18

—

Construction

Logic complexity (node count)

895

—

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