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Gold Miners 2x NUGT/DUST Swing Trader 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 rebalancing, gold miners, leveraged etfs, mean reversion, momentum, risk-on/off, rsi, 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)

1.15

—

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

0.27

—

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

0.04

—

Trading activity

Annualized turnover, backtest period (backtest)

60.57

—

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

56.16

—

Daily win rate, backtest period (backtest)

45.41%

—

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

55.71%

—

Backtest

Backtest final value (from $10,000)

$1.0M

—

Backtest regulatory fees

$1,343

—

Backtest slippage cost

$12k

—

Returns

Backtest length

3,907

—

Out-of-sample length

350

—

Return, backtest period (annualized) (backtest)

34.77%

—

Return, backtest period (cumulative) (backtest)

10k%

—

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

148.72%

67.14%

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

255.78%

4.80%

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

-5.95%

—

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

-27.42%

4.80%

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

-3.73%

—

Return, trailing 1 year (backtest)

211.96%

—

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

211.95%

0.00%

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

-18.33%

—

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

2.16%

0.00%

SPY annualized return over the backtest window (backtest)

14.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.35

—

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

4.33

53.07

Maximum drawdown, backtest period (backtest)

-98.13%

—

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

-34.31%

-1.27%

Sharpe ratio, backtest period (backtest)

0.78

—

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

1.59

4.69

Sortino ratio, backtest period (backtest)

1.14

—

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

2.45

—

Standard deviation, backtest period (backtest)

74.21%

—

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

75.74%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

119

—

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