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Leveraged Apple Core with 3x QQQ Long/Short in Weak Markets 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 rebalancing, leveraged etfs, market regime filter, moving averages, rsi, tactical allocation, tech-heavy, trend following

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)

0.10

—

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

0.85

—

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

0.37

—

Trading activity

Annualized turnover, backtest period (backtest)

8.26

—

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

4.76

—

Daily win rate, backtest period (backtest)

53.47%

—

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

53.98%

—

Backtest

Backtest final value (from $10,000)

$2.3M

—

Backtest regulatory fees

$950

—

Backtest slippage cost

$7,382

—

Returns

Backtest length

4,180

—

Out-of-sample length

1,006

—

Return, backtest period (annualized) (backtest)

38.81%

—

Return, backtest period (cumulative) (backtest)

23k%

—

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

23.54%

67.14%

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

132.76%

4.80%

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

-1.11%

—

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

6.75%

4.80%

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

0.88%

—

Return, trailing 1 year (backtest)

33.00%

—

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

33.00%

0.00%

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

-1.30%

—

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

6.55%

0.00%

SPY annualized return over the backtest window (backtest)

14.49%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.85

—

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

0.56

53.07

Maximum drawdown, backtest period (backtest)

-45.43%

—

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

-42.36%

-1.27%

Sharpe ratio, backtest period (backtest)

1.12

—

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

0.77

4.69

Sortino ratio, backtest period (backtest)

1.71

—

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

1.18

—

Standard deviation, backtest period (backtest)

34.78%

—

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

35.47%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

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