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Leveraged Short-Term Risk-On Sleeves 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)

high beta, leveraged etfs, long/short, macro signals, mean reversion, momentum, short-term, tactical timing, tech-focused

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)

0.23

—

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

1.29

—

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

0.27

—

Trading activity

Annualized turnover, backtest period (backtest)

145.30

—

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

136.90

—

Daily win rate, backtest period (backtest)

55.14%

—

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

53.35%

—

Backtest

Backtest final value (from $10,000)

$4.5M

—

Backtest regulatory fees

$46k

—

Backtest slippage cost

$400k

—

Returns

Backtest length

1,110

—

Out-of-sample length

821

—

Return, backtest period (annualized) (backtest)

299.90%

—

Return, backtest period (cumulative) (backtest)

45k%

—

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

24.53%

67.14%

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

104.56%

4.80%

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

8.98%

—

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

6.62%

4.80%

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

8.78%

—

Return, trailing 1 year (backtest)

1.16%

—

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

1.09%

0.00%

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

8.72%

—

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

-10.69%

0.00%

SPY annualized return over the backtest window (backtest)

17.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.88

—

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

0.48

53.07

Maximum drawdown, backtest period (backtest)

-50.99%

—

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

-51.00%

-1.27%

Sharpe ratio, backtest period (backtest)

2.16

—

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

0.67

4.69

Sortino ratio, backtest period (backtest)

3.54

—

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

0.96

—

Standard deviation, backtest period (backtest)

78.43%

—

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

72.34%

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

5.00%

1.00%

Rebalance frequency

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