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Fund Surfing Regime Dips and 3x Bond Mix (No K-1) 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)

buy-the-dip, leveraged etfs, momentum & mean reversion, risk-on/risk-off, stocks+bonds barbell, tactical allocation, tech-heavy

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)

-0.02

—

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

1.80

—

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

0.81

—

Trading activity

Annualized turnover, backtest period (backtest)

21.28

—

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

22.87

—

Daily win rate, backtest period (backtest)

55.72%

—

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

55.38%

—

Backtest

Backtest final value (from $10,000)

$2.3M

—

Backtest regulatory fees

$4,260

—

Backtest slippage cost

$32k

—

Returns

Backtest length

4,169

—

Out-of-sample length

883

—

Return, backtest period (annualized) (backtest)

39.02%

—

Return, backtest period (cumulative) (backtest)

23k%

—

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

33.92%

67.14%

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

178.62%

4.80%

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

0.52%

—

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

-1.91%

4.80%

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

1.07%

—

Return, trailing 1 year (backtest)

38.40%

—

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

38.40%

0.00%

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

-0.28%

—

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

-4.18%

0.00%

SPY annualized return over the backtest window (backtest)

14.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.03

—

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

0.90

53.07

Maximum drawdown, backtest period (backtest)

-37.73%

—

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

-37.73%

-1.27%

Sharpe ratio, backtest period (backtest)

1.42

—

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

1.05

4.69

Sortino ratio, backtest period (backtest)

2.28

—

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

1.67

—

Standard deviation, backtest period (backtest)

25.47%

—

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

32.75%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.34

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

1.00%

Rebalance frequency

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