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Gold Trend with Leveraged Long/Short and Miner Trades 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 rebalanced, gold, gold miners, inverse etfs, leveraged etfs, mean reversion, precious metals, tactical, trend following, volatility etps

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)

0.20

—

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

0.38

—

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

0.24

—

Trading activity

Annualized turnover, backtest period (backtest)

27.79

—

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

25.84

—

Daily win rate, backtest period (backtest)

55.31%

—

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

55.08%

—

Backtest

Backtest final value (from $10,000)

$249k

—

Backtest regulatory fees

$765

—

Backtest slippage cost

$5,418

—

Returns

Backtest length

3,269

—

Out-of-sample length

394

—

Return, backtest period (annualized) (backtest)

28.12%

—

Return, backtest period (cumulative) (backtest)

2393%

—

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

26.09%

67.14%

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

43.03%

4.80%

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

-0.20%

—

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

-5.89%

4.80%

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

1.26%

—

Return, trailing 1 year (backtest)

2.76%

—

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

9.63%

0.00%

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

1.18%

—

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

-9.00%

0.00%

SPY annualized return over the backtest window (backtest)

14.05%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.95

—

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

0.88

53.07

Maximum drawdown, backtest period (backtest)

-29.72%

—

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

-29.72%

-1.27%

Sharpe ratio, backtest period (backtest)

1.50

—

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

1.00

4.69

Sortino ratio, backtest period (backtest)

2.32

—

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

1.52

—

Standard deviation, backtest period (backtest)

17.59%

—

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

26.73%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.26

—

Construction

Logic complexity (node count)

247

—

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