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Gold and Silver 1-Day Mean Reversion with 2x ETFs 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)

gold, leveraged etfs, precious-metals, silver, tactical mean reversion, treasuries, volatility regimes

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)

0.23

—

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

0.19

—

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

0.14

—

Trading activity

Annualized turnover, backtest period (backtest)

43.99

—

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

48.45

—

Daily win rate, backtest period (backtest)

48.67%

—

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

53.98%

—

Backtest

Backtest final value (from $10,000)

$46k

—

Backtest regulatory fees

$307

—

Backtest slippage cost

$2,216

—

Returns

Backtest length

3,273

—

Out-of-sample length

880

—

Return, backtest period (annualized) (backtest)

12.55%

—

Return, backtest period (cumulative) (backtest)

364.84%

—

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

27.90%

67.14%

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

136.42%

4.80%

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

0.00%

—

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

-5.41%

4.80%

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

-2.24%

—

Return, trailing 1 year (backtest)

51.86%

—

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

51.86%

0.00%

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

-2.14%

—

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

-10.50%

0.00%

SPY annualized return over the backtest window (backtest)

14.46%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.35

—

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

1.02

53.07

Maximum drawdown, backtest period (backtest)

-35.43%

—

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

-27.45%

-1.27%

Sharpe ratio, backtest period (backtest)

0.82

—

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

1.29

4.69

Sortino ratio, backtest period (backtest)

1.29

—

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

2.17

—

Standard deviation, backtest period (backtest)

16.09%

—

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

20.72%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.70

—

Construction

Logic complexity (node count)

221

—

Rebalance corridor width

3.00%

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