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K-1 Free Single-ETF 3x Tech/Semis with Inverse and VXX 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)

daily, high risk, leveraged etfs, macro (rates/commodities), tactical etf rotation, trend + mean reversion, 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)

0.34

—

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

1.38

—

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

0.25

—

Trading activity

Annualized turnover, backtest period (backtest)

115.21

—

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

107.13

—

Daily win rate, backtest period (backtest)

56.83%

—

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

52.41%

—

Backtest

Backtest final value (from $10,000)

$13.5B

—

Backtest regulatory fees

$98.7M

—

Backtest slippage cost

$951.9M

—

Returns

Backtest length

1,728

—

Out-of-sample length

748

—

Return, backtest period (annualized) (backtest)

682.30%

—

Return, backtest period (cumulative) (backtest)

134749k%

—

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

34.38%

67.14%

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

140.66%

4.80%

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

-1.68%

—

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

6.05%

4.80%

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

11.79%

—

Return, trailing 1 year (backtest)

-16.74%

—

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

-16.79%

0.00%

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

14.13%

—

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

75.70%

0.00%

SPY annualized return over the backtest window (backtest)

16.03%

—

Risk metrics

Calmar ratio, backtest period (backtest)

8.89

—

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

0.45

53.07

Maximum drawdown, backtest period (backtest)

-76.74%

—

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

-76.75%

-1.27%

Sharpe ratio, backtest period (backtest)

2.81

—

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

0.75

4.69

Sortino ratio, backtest period (backtest)

5.10

—

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

1.24

—

Standard deviation, backtest period (backtest)

86.28%

—

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

85.76%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

1,290

—

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