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Few Tech Stocks with 3x Bull or Bond Tactical Sleeve vs Domestic Leveraged Sector Trend Rotation

Every published figureShow 28 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 etfs, momentum/rsi, tactical risk-on/off, tech rotation, volatility hedges

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)

1.80

—

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

0.70

—

Trading activity

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

42.15

—

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

56.03%

—

Risk metrics

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

0.96

53.07

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

-38.05%

-1.27%

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

0.93

4.69

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

1.41

—

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

44.17%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.37

—

Construction

Logic complexity (node count)

249

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Returns

Out-of-sample length

423

—

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

36.58%

67.14%

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

68.97%

4.80%

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

-0.29%

—

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

4.67%

4.80%

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

-2.09%

—

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

33.56%

0.00%

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

0.55%

—

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

10.84%

0.00%

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