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HODLFundies: 3x S&P/Treasury Core, T-Bills, Tech Sleeve 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)

barbell, cash/t-bills, leveraged etfs, risk parity, tactical tech tilt, us stocks, us treasuries, volatility-based weighting

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)

-0.12

—

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

2.20

—

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

0.94

—

Trading activity

Annualized turnover, backtest period (backtest)

2.17

—

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

1.97

—

Daily win rate, backtest period (backtest)

55.21%

—

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

54.68%

—

Backtest

Backtest final value (from $10,000)

$464k

—

Backtest regulatory fees

$10

—

Backtest slippage cost

$72

—

Returns

Backtest length

4,081

—

Out-of-sample length

812

—

Return, backtest period (annualized) (backtest)

26.74%

—

Return, backtest period (cumulative) (backtest)

4544%

—

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

27.19%

67.14%

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

117.27%

4.80%

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

0.73%

—

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

1.75%

4.80%

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

0.47%

—

Return, trailing 1 year (backtest)

42.99%

—

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

37.16%

0.00%

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

-0.17%

—

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

-3.15%

0.00%

SPY annualized return over the backtest window (backtest)

14.95%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.43

—

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

0.68

53.07

Maximum drawdown, backtest period (backtest)

-61.89%

—

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

-39.72%

-1.27%

Sharpe ratio, backtest period (backtest)

0.89

—

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

0.86

4.69

Sortino ratio, backtest period (backtest)

1.25

—

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

1.23

—

Standard deviation, backtest period (backtest)

32.59%

—

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

35.27%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

15.00%

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