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Leveraged S&P Top 10 70% in Five Most Volatile Mega-Caps 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)

active, daily rebalanced, leveraged single-stock etfs, tech-heavy, trend/mean-reversion hybrid, volatility-tilted

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)

0.04

—

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

1.64

—

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

0.76

—

Trading activity

Annualized turnover, backtest period (backtest)

17.24

—

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

18.25

—

Daily win rate, backtest period (backtest)

54.77%

—

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

53.96%

—

Backtest

Backtest final value (from $10,000)

$50k

—

Backtest regulatory fees

$78

—

Backtest slippage cost

$469

—

Returns

Backtest length

944

—

Out-of-sample length

732

—

Return, backtest period (annualized) (backtest)

53.20%

—

Return, backtest period (cumulative) (backtest)

395.16%

—

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

42.03%

67.14%

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

177.47%

4.80%

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

1.17%

—

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

8.00%

4.80%

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

0.31%

—

Return, trailing 1 year (backtest)

7.08%

—

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

7.10%

0.00%

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

1.63%

—

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

10.90%

0.00%

SPY annualized return over the backtest window (backtest)

22.29%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.89

—

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

1.50

53.07

Maximum drawdown, backtest period (backtest)

-28.10%

—

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

-28.09%

-1.27%

Sharpe ratio, backtest period (backtest)

1.52

—

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

1.23

4.69

Sortino ratio, backtest period (backtest)

2.46

—

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

1.98

—

Standard deviation, backtest period (backtest)

31.29%

—

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

32.93%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.41

—

Construction

Logic complexity (node count)

157

—

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