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Idk Part Too: Leveraged Tech with Bond/Gold Defense and UVXY 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)

leveraged etfs, multi-asset tactical, risk-on/risk-off, tail-risk, trend-following, volatility hedging

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)

0.07

—

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

0.73

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

22.44

—

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

23.79

—

Daily win rate, backtest period (backtest)

59.56%

—

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

57.29%

—

Backtest

Backtest final value (from $10,000)

$1.1M

—

Backtest regulatory fees

$2,559

—

Backtest slippage cost

$19k

—

Returns

Backtest length

3,200

—

Out-of-sample length

857

—

Return, backtest period (annualized) (backtest)

44.88%

—

Return, backtest period (cumulative) (backtest)

11k%

—

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

23.28%

67.14%

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

103.93%

4.80%

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

0.23%

—

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

3.52%

4.80%

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

0.94%

—

Return, trailing 1 year (backtest)

11.20%

—

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

11.20%

0.00%

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

0.82%

—

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

8.16%

0.00%

SPY annualized return over the backtest window (backtest)

13.94%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.76

—

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

2.00

53.07

Maximum drawdown, backtest period (backtest)

-11.95%

—

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

-11.66%

-1.27%

Sharpe ratio, backtest period (backtest)

2.38

—

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

1.53

4.69

Sortino ratio, backtest period (backtest)

4.23

—

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

2.36

—

Standard deviation, backtest period (backtest)

16.12%

—

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

14.37%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.12

—

Construction

Logic complexity (node count)

424

—

Rebalance corridor width

2.00%

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