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Hedged Sector Rotator 60/40 with Leveraged Sector ETFs vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Allocation target

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Allocation target: Equities

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Hedge / defensive overlay

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Hedge / defensive overlay: Volatility products (VIX)

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Leverage use

—

Rebalance schedule

—

Trading signal: Momentum

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Trading signal: RSI overbought / oversold

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Every published figureShow 42 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 rebalance, leveraged etfs, rsi/momentum signals, sector rotation, tactical long/short, treasuries timing, volatility etps

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.43

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

1.28

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

0.64

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Trading activity

Annualized turnover, backtest period (backtest)

66.60

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

65.21

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Daily win rate, backtest period (backtest)

57.91%

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

58.94%

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Backtest

Backtest final value (from $10,000)

$4.2M

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Backtest regulatory fees

$11k

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Backtest slippage cost

$89k

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Returns

Backtest length

1,744

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Out-of-sample length

548

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Return, backtest period (annualized) (backtest)

139.35%

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Return, backtest period (cumulative) (backtest)

42k%

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

88.73%

261.52%

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

298.96%

6.85%

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

1.02%

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

0.75%

1.95%

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

1.69%

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Return, trailing 1 year (backtest)

93.11%

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

93.10%

0.00%

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

0.69%

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

13.57%

6.14%

SPY annualized return over the backtest window (backtest)

16.21%

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Risk metrics

Calmar ratio, backtest period (backtest)

6.75

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

4.46

376.45

Maximum drawdown, backtest period (backtest)

-20.64%

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

-19.88%

-0.69%

Sharpe ratio, backtest period (backtest)

2.46

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

2.10

7.79

Sortino ratio, backtest period (backtest)

4.69

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

3.45

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Standard deviation, backtest period (backtest)

38.40%

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

32.95%

18.11%

Quality

Community review status

ACTIVE

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Holdings

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

0.31

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Construction

Logic complexity (node count)

517

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Rebalance frequency

daily

Popularity

Remixes (copies)

3,180

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Watchers

1,181

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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