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Leveraged Tech Rotation with Volatility and Rate Hedges 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 & commodities overlay, daily rebalancing, leveraged etfs, tactical asset allocation, trend + mean reversion, volatility hedging

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)

-0.14

—

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

2.73

—

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

0.69

—

Trading activity

Annualized turnover, backtest period (backtest)

96.40

—

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

62.69

—

Daily win rate, backtest period (backtest)

57.08%

—

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

54.64%

—

Backtest

Backtest final value (from $10,000)

$6.8B

—

Backtest regulatory fees

$21.9M

—

Backtest slippage cost

$211.4M

—

Returns

Backtest length

1,815

—

Out-of-sample length

701

—

Return, backtest period (annualized) (backtest)

545.11%

—

Return, backtest period (cumulative) (backtest)

68309k%

—

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

26.60%

67.14%

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

92.92%

4.80%

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

1.31%

—

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

13.82%

4.80%

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

0.33%

—

Return, trailing 1 year (backtest)

50.75%

—

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

50.72%

0.00%

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

2.11%

—

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

6.68%

0.00%

SPY annualized return over the backtest window (backtest)

15.93%

—

Risk metrics

Calmar ratio, backtest period (backtest)

9.19

—

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

0.45

53.07

Maximum drawdown, backtest period (backtest)

-59.34%

—

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

-59.34%

-1.27%

Sharpe ratio, backtest period (backtest)

2.87

—

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

0.68

4.69

Sortino ratio, backtest period (backtest)

5.19

—

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

1.05

—

Standard deviation, backtest period (backtest)

74.45%

—

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

60.87%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.89

—

Construction

Logic complexity (node count)

3,220

—

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