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IRA Leveraged Uptrends with Volatility and Cash Hedges 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, emerging markets, global equities, leveraged etfs, mean reversion, tactical allocation, 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)

0.22

—

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

1.10

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

60.92

—

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

60.98

—

Daily win rate, backtest period (backtest)

59.37%

—

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

53.58%

—

Backtest

Backtest final value (from $10,000)

$12.1B

—

Backtest regulatory fees

$32.5M

—

Backtest slippage cost

$313.3M

—

Returns

Backtest length

3,497

—

Out-of-sample length

517

—

Return, backtest period (annualized) (backtest)

174.30%

—

Return, backtest period (cumulative) (backtest)

121050k%

—

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

42.11%

67.14%

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

105.94%

4.80%

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

1.66%

—

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

3.73%

4.80%

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

0.65%

—

Return, trailing 1 year (backtest)

22.40%

—

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

22.36%

0.00%

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

3.76%

—

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

7.79%

0.00%

SPY annualized return over the backtest window (backtest)

15.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.82

—

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

1.88

53.07

Maximum drawdown, backtest period (backtest)

-25.55%

—

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

-22.43%

-1.27%

Sharpe ratio, backtest period (backtest)

2.96

—

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

1.14

4.69

Sortino ratio, backtest period (backtest)

5.82

—

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

1.85

—

Standard deviation, backtest period (backtest)

36.26%

—

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

36.68%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.31

—

Construction

Logic complexity (node count)

6,368

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

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