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Leveraged Tech Spike-Fader with China/Bitcoin Trades 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, crypto tilt, leveraged etf trend-follow + mean reversion, macro regime, sector/country rotation, 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)

0.03

—

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

0.97

—

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

0.37

—

Trading activity

Annualized turnover, backtest period (backtest)

60.82

—

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

60.47

—

Daily win rate, backtest period (backtest)

56.88%

—

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

52.04%

—

Backtest

Backtest final value (from $10,000)

$598k

—

Backtest regulatory fees

$1,707

—

Backtest slippage cost

$14k

—

Returns

Backtest length

1,076

—

Out-of-sample length

367

—

Return, backtest period (annualized) (backtest)

160.40%

—

Return, backtest period (cumulative) (backtest)

5875%

—

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

23.78%

67.14%

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

35.86%

4.80%

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

4.66%

—

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

7.98%

4.80%

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

-0.67%

—

Return, trailing 1 year (backtest)

11.49%

—

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

10.93%

0.00%

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

-2.38%

—

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

26.99%

0.00%

SPY annualized return over the backtest window (backtest)

19.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.41

—

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

1.07

53.07

Maximum drawdown, backtest period (backtest)

-29.65%

—

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

-22.32%

-1.27%

Sharpe ratio, backtest period (backtest)

2.78

—

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

0.82

4.69

Sortino ratio, backtest period (backtest)

5.11

—

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

1.14

—

Standard deviation, backtest period (backtest)

36.88%

—

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

32.29%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.16

—

Construction

Logic complexity (node count)

4,442

—

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