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Hot/Cold Lane Picker: 3x Tech, VIX, Inverse, Bonds 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)

bonds/defensive, inverse/short etfs, leveraged etfs, managed futures (kmlm), sector rotation, tactical timing, trend-following, volatility (vix)

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)

0.27

—

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

1.19

—

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

0.31

—

Trading activity

Annualized turnover, backtest period (backtest)

69.70

—

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

70.43

—

Daily win rate, backtest period (backtest)

57.68%

—

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

52.48%

—

Backtest

Backtest final value (from $10,000)

$47.4M

—

Backtest regulatory fees

$88k

—

Backtest slippage cost

$816k

—

Returns

Backtest length

1,465

—

Out-of-sample length

242

—

Return, backtest period (annualized) (backtest)

328.45%

—

Return, backtest period (cumulative) (backtest)

474k%

—

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

52.80%

67.14%

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

48.99%

4.80%

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

-2.77%

—

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

1.59%

4.80%

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

-6.50%

—

Return, trailing 1 year (backtest)

47.77%

—

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

0.00%

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

-11.17%

—

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

6.95%

0.00%

SPY annualized return over the backtest window (backtest)

14.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

13.41

—

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

2.29

53.07

Maximum drawdown, backtest period (backtest)

-24.49%

—

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

-23.03%

-1.27%

Sharpe ratio, backtest period (backtest)

3.06

—

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

1.11

4.69

Sortino ratio, backtest period (backtest)

6.24

—

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

1.43

—

Standard deviation, backtest period (backtest)

51.79%

—

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

48.67%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.47

—

Construction

Logic complexity (node count)

341

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

120

—

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