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Leveraged Rotation with Bond Checks vs AutoSignals TQQQ vs SH Trend Switch

Every published figureShow 42 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, leveraged etfs, macro regime, mean reversion, risk-on/risk-off, tactical etf rotation, trend-following, volatility trading

daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Market-relative

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

0.25

—

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

1.27

—

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

0.22

—

Trading activity

Annualized turnover, backtest period (backtest)

106.34

—

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

107.93

—

Daily win rate, backtest period (backtest)

55.08%

—

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

51.70%

—

Backtest

Backtest final value (from $10,000)

$65807.2B

—

Backtest regulatory fees

$15.8B

—

Backtest slippage cost

$13.2B

—

Returns

Backtest length

3,762

—

Out-of-sample length

969

—

Return, backtest period (annualized) (backtest)

354.47%

—

Return, backtest period (cumulative) (backtest)

658072023k%

—

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

17.97%

147.30%

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

88.91%

8.62%

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

-1.68%

—

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

-1.60%

8.61%

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

11.79%

—

Return, trailing 1 year (backtest)

-52.93%

—

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

-54.11%

0.00%

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

5.90%

—

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

72.61%

0.00%

SPY annualized return over the backtest window (backtest)

15.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.36

—

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

0.22

173.27

Maximum drawdown, backtest period (backtest)

-81.24%

—

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

-81.69%

-0.85%

Sharpe ratio, backtest period (backtest)

2.32

—

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

0.59

6.68

Sortino ratio, backtest period (backtest)

4.31

—

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

0.98

—

Standard deviation, backtest period (backtest)

77.77%

—

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

85.15%

14.34%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

4,002

—

Rebalance frequency

daily

Popularity

Remixes (copies)

106

—

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