Side-by-side comparison

Compare investment strategies

Five-Sleeve Contrarian Leveraged ETF Dip Buyer 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, mean reversion, regime filter, short-term, tactical

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)

0.41

—

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

1.13

—

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

0.30

—

Trading activity

Annualized turnover, backtest period (backtest)

126.29

—

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

123.68

—

Daily win rate, backtest period (backtest)

54.15%

—

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

53.86%

—

Backtest

Backtest final value (from $10,000)

$18.2M

—

Backtest regulatory fees

$83k

—

Backtest slippage cost

$740k

—

Returns

Backtest length

1,734

—

Out-of-sample length

815

—

Return, backtest period (annualized) (backtest)

197.43%

—

Return, backtest period (cumulative) (backtest)

182k%

—

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

59.44%

67.14%

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

352.96%

4.80%

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

1.40%

—

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

30.16%

4.80%

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

2.16%

—

Return, trailing 1 year (backtest)

140.98%

—

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

140.79%

0.00%

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

11.14%

—

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

29.93%

0.00%

SPY annualized return over the backtest window (backtest)

16.03%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.48

—

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

1.30

53.07

Maximum drawdown, backtest period (backtest)

-79.61%

—

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

-45.56%

-1.27%

Sharpe ratio, backtest period (backtest)

1.90

—

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

1.10

4.69

Sortino ratio, backtest period (backtest)

3.03

—

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

1.64

—

Standard deviation, backtest period (backtest)

70.68%

—

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

57.24%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.59

—

Construction

Logic complexity (node count)

124

—

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