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Inverse-Volatility Weighted 3x US Stock ETFs (Weekly) 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)

inverse volatility, leveraged etfs, quantitative, risk parity, u.s. equities, weekly rebalance

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)

3.29

—

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

0.98

—

Trading activity

Annualized turnover, backtest period (backtest)

2.12

—

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

2.47

—

Daily win rate, backtest period (backtest)

54.85%

—

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

55.05%

—

Backtest

Backtest final value (from $10,000)

$1.6M

—

Backtest regulatory fees

$186

—

Backtest slippage cost

$1,095

—

Returns

Backtest length

4,146

—

Out-of-sample length

594

—

Return, backtest period (annualized) (backtest)

35.90%

—

Return, backtest period (cumulative) (backtest)

15k%

—

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

50.22%

67.14%

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

161.36%

4.80%

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

1.54%

—

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

5.04%

4.80%

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

0.55%

—

Return, trailing 1 year (backtest)

65.86%

—

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

65.86%

0.00%

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

0.13%

—

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

2.20%

0.00%

SPY annualized return over the backtest window (backtest)

14.07%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.47

—

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

0.95

53.07

Maximum drawdown, backtest period (backtest)

-76.12%

—

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

-52.98%

-1.27%

Sharpe ratio, backtest period (backtest)

0.84

—

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

1.02

4.69

Sortino ratio, backtest period (backtest)

1.19

—

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

1.52

—

Standard deviation, backtest period (backtest)

55.03%

—

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

53.96%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.28

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

weekly

none

Popularity

Remixes (copies)

111

—

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