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Four Horsemen 3x Tech Uptrend with Short-Vol Tilt 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, mean-reversion, momentum, risk-on/risk-off, tactical allocation, trend-following, 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)

0.24

—

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

2.14

—

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

0.64

—

Trading activity

Annualized turnover, backtest period (backtest)

59.92

—

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

63.85

—

Daily win rate, backtest period (backtest)

57.32%

—

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

56.65%

—

Backtest

Backtest final value (from $10,000)

$29.8B

—

Backtest regulatory fees

$56.7M

—

Backtest slippage cost

$547.3M

—

Returns

Backtest length

3,711

—

Out-of-sample length

759

—

Return, backtest period (annualized) (backtest)

175.12%

—

Return, backtest period (cumulative) (backtest)

297986k%

—

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

80.99%

67.14%

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

498.46%

4.80%

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

0.89%

—

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

11.77%

4.80%

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

-1.48%

—

Return, trailing 1 year (backtest)

110.89%

—

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

110.84%

0.00%

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

1.01%

—

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

23.00%

0.00%

SPY annualized return over the backtest window (backtest)

15.01%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.91

—

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

1.95

53.07

Maximum drawdown, backtest period (backtest)

-44.75%

—

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

-41.64%

-1.27%

Sharpe ratio, backtest period (backtest)

2.24

—

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

1.40

4.69

Sortino ratio, backtest period (backtest)

4.30

—

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

2.50

—

Standard deviation, backtest period (backtest)

50.74%

—

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

51.01%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.40

—

Construction

Logic complexity (node count)

640

—

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