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GME Rally Rider: GameStop or Top Three Crypto-Linked Names 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)

crypto-linked equities, equal-weight, meme stocks, momentum, moving-average crossover, tactical allocation, trend-following

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)

0.26

—

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

1.55

—

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

0.34

—

Trading activity

Annualized turnover, backtest period (backtest)

46.87

—

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

47.82

—

Daily win rate, backtest period (backtest)

48.59%

—

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

48.42%

—

Backtest

Backtest final value (from $10,000)

$37k

—

Backtest regulatory fees

$138

—

Backtest slippage cost

$905

—

Returns

Backtest length

743

—

Out-of-sample length

603

—

Return, backtest period (annualized) (backtest)

56.34%

—

Return, backtest period (cumulative) (backtest)

274.08%

—

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

34.64%

67.14%

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

103.99%

4.80%

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

1.24%

—

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

-4.73%

4.80%

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

-7.18%

—

Return, trailing 1 year (backtest)

-18.07%

—

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

-18.06%

0.00%

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

-11.74%

—

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

-5.90%

0.00%

SPY annualized return over the backtest window (backtest)

24.73%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.12

—

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

0.69

53.07

Maximum drawdown, backtest period (backtest)

-50.25%

—

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

-50.25%

-1.27%

Sharpe ratio, backtest period (backtest)

0.96

—

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

0.76

4.69

Sortino ratio, backtest period (backtest)

1.59

—

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

1.25

—

Standard deviation, backtest period (backtest)

76.87%

—

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

73.10%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.66

—

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