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Inverse ETF Pop-Fade Using Bond vs PSQ RSI vs Domestic Leveraged Sector Trend 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

Hedge / defensive overlay: Cash / T-bills

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Leverage use

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Rebalance schedule

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Trading signal: Drawdown / loss from peak

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Trading signal: Relative strength vs another asset

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Trading signal: RSI overbought / oversold

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Trading signal: Trend (moving averages)

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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 rebalance, inverse etfs, leveraged, mean reversion, risk-on/off, rsi, volatility filter

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)

0.35

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

-0.48

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

-0.29

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Trading activity

Annualized turnover, backtest period (backtest)

56.32

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

56.81

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Daily win rate, backtest period (backtest)

56.98%

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

60.69%

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Backtest

Backtest final value (from $10,000)

$217k

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Backtest regulatory fees

$908

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Backtest slippage cost

$7,180

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Returns

Backtest length

1,425

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Out-of-sample length

641

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Return, backtest period (annualized) (backtest)

72.23%

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Return, backtest period (cumulative) (backtest)

2068%

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

25.86%

67.14%

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

79.67%

4.80%

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

0.04%

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

7.97%

4.80%

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

-4.01%

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Return, trailing 1 year (backtest)

8.55%

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

8.55%

0.00%

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

3.55%

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

26.38%

0.00%

SPY annualized return over the backtest window (backtest)

14.65%

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Risk metrics

Calmar ratio, backtest period (backtest)

1.83

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

0.90

53.07

Maximum drawdown, backtest period (backtest)

-39.51%

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

-28.72%

-1.27%

Sharpe ratio, backtest period (backtest)

1.70

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

1.00

4.69

Sortino ratio, backtest period (backtest)

2.87

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

1.64

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Standard deviation, backtest period (backtest)

35.66%

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

26.37%

11.60%

Quality

Community review status

ACTIVE

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Holdings

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

0.85

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Construction

Logic complexity (node count)

116

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Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

—

Watchers

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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