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Feaver Which Way Is Up: 3x, Inverse Nasdaq, 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)

daily rebalance, leveraged/inverse etfs, tactical allocation, trend + mean reversion, 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)

0.24

—

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

1.55

—

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

0.55

—

Trading activity

Annualized turnover, backtest period (backtest)

68.62

—

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

68.66

—

Daily win rate, backtest period (backtest)

52.00%

—

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

52.92%

—

Backtest

Backtest final value (from $10,000)

$47.3B

—

Backtest regulatory fees

$119.5M

—

Backtest slippage cost

$1.2B

—

Returns

Backtest length

3,775

—

Out-of-sample length

497

—

Return, backtest period (annualized) (backtest)

178.91%

—

Return, backtest period (cumulative) (backtest)

472923k%

—

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

50.18%

67.14%

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

123.38%

4.80%

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

1.68%

—

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

-0.68%

4.80%

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

3.23%

—

Return, trailing 1 year (backtest)

19.50%

—

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

19.48%

0.00%

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

-0.37%

—

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

7.65%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.83

—

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

2.13

53.07

Maximum drawdown, backtest period (backtest)

-46.67%

—

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

-23.56%

-1.27%

Sharpe ratio, backtest period (backtest)

2.23

—

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

1.10

4.69

Sortino ratio, backtest period (backtest)

4.46

—

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

1.89

—

Standard deviation, backtest period (backtest)

51.62%

—

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

46.58%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.97

—

Construction

Logic complexity (node count)

184

—

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