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Leveraged Tech Dashboard with VIX Gauge and Gold/Bond Safety 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)

bonds vs stocks, leveraged etfs, mean reversion, momentum, risk-on/risk-off, tactical rotation, trend filters, volatility timing

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)

0.24

—

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

1.01

—

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

0.25

—

Trading activity

Annualized turnover, backtest period (backtest)

141.86

—

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

135.67

—

Daily win rate, backtest period (backtest)

52.00%

—

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

48.58%

—

Backtest

Backtest final value (from $10,000)

$920k

—

Backtest regulatory fees

$11k

—

Backtest slippage cost

$83k

—

Returns

Backtest length

1,077

—

Out-of-sample length

846

—

Return, backtest period (annualized) (backtest)

187.80%

—

Return, backtest period (cumulative) (backtest)

9102%

—

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

31.69%

67.14%

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

152.23%

4.80%

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

1.46%

—

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

0.07%

4.80%

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

-0.36%

—

Return, trailing 1 year (backtest)

-29.60%

—

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

-29.60%

0.00%

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

-0.33%

—

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

-20.11%

0.00%

SPY annualized return over the backtest window (backtest)

19.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.97

—

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

0.67

53.07

Maximum drawdown, backtest period (backtest)

-47.31%

—

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

-47.31%

-1.27%

Sharpe ratio, backtest period (backtest)

2.02

—

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

0.74

4.69

Sortino ratio, backtest period (backtest)

3.78

—

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

1.28

—

Standard deviation, backtest period (backtest)

61.20%

—

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

60.89%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.58

—

Construction

Logic complexity (node count)

1,952

—

Rebalance corridor width

10.00%

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