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Leveraged S&P 500 Trend with Tech Bounce and Hedges vs Domestic Leveraged Sector Trend Rotation

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Bonds / Treasuries

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Hedge / defensive overlay: Inverse / short exposure

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Leverage use

—

Rebalance schedule

—

Trading signal: RSI overbought / oversold

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Trading signal: Trend (moving averages)

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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 rebalanced, inverse etf, leveraged etfs, mean-reversion, risk-on/risk-off, tactical asset allocation, 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)

0.09

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

1.83

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

0.79

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Trading activity

Annualized turnover, backtest period (backtest)

41.84

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

36.44

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Daily win rate, backtest period (backtest)

54.69%

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

55.80%

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Backtest

Backtest final value (from $10,000)

$20.8M

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Backtest regulatory fees

$39k

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Backtest slippage cost

$352k

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Returns

Backtest length

4,180

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Out-of-sample length

733

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Return, backtest period (annualized) (backtest)

58.49%

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Return, backtest period (cumulative) (backtest)

208k%

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

55.12%

67.14%

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

259.20%

4.80%

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

1.16%

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

4.17%

4.80%

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

2.18%

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Return, trailing 1 year (backtest)

44.75%

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

44.75%

0.00%

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

1.61%

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

5.97%

0.00%

SPY annualized return over the backtest window (backtest)

14.49%

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Risk metrics

Calmar ratio, backtest period (backtest)

1.74

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

1.64

53.07

Maximum drawdown, backtest period (backtest)

-33.63%

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

-33.63%

-1.27%

Sharpe ratio, backtest period (backtest)

1.54

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

1.40

4.69

Sortino ratio, backtest period (backtest)

2.67

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

2.52

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Standard deviation, backtest period (backtest)

33.54%

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

35.56%

11.60%

Quality

Community review status

ACTIVE

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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)

414

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Watchers

159

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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