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Leveraged Shannon's Demon Multi-Asset (TQQQ/YINN/Gold) vs Domestic Leveraged Sector Trend Rotation

Every published figureShow 13 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

aggressive multi-asset, daily rebalancing, emerging markets, equities sectors, gold, leveraged etfs, rates short (tbt), volatility harvesting

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Risk metrics

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

-0.82

53.07

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

-5.37%

-1.27%

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

-0.27

4.69

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

13.71%

11.60%

Construction

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Returns

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

-4.38%

67.14%

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

-0.76%

4.80%

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

1.03%

4.80%

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

0.00%

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

0.00%

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