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Leveraged Tech Trend with Inflation and Bond Signals vs Rising Rates Volatility Switch Risk-Parity Mix

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)

leveraged tech, mean reversion, risk-on/risk-off, tactical allocation, trend following, volatility hedging

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.02

—

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

0.94

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

73.40

—

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

71.54

—

Daily win rate, backtest period (backtest)

58.60%

—

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

53.90%

—

Backtest

Backtest final value (from $10,000)

$114k

—

Backtest regulatory fees

$515

—

Backtest slippage cost

$4,006

—

Returns

Backtest length

959

—

Out-of-sample length

410

—

Return, backtest period (annualized) (backtest)

89.59%

—

Return, backtest period (cumulative) (backtest)

1044%

—

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

21.51%

3.62%

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

36.77%

2.81%

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

-5.82%

—

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

-2.91%

0.34%

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

-6.98%

—

Return, trailing 1 year (backtest)

19.84%

—

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

39.94%

6.30%

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

-4.46%

—

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

14.55%

0.95%

SPY annualized return over the backtest window (backtest)

21.68%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.25

—

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

0.83

331.36

Maximum drawdown, backtest period (backtest)

-39.89%

—

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

-26.03%

-0.01%

Sharpe ratio, backtest period (backtest)

2.22

—

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

0.76

18.06

Sortino ratio, backtest period (backtest)

3.51

—

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

0.90

—

Standard deviation, backtest period (backtest)

31.09%

—

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

32.71%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.32

—

Construction

Logic complexity (node count)

2,888

—

Rebalance corridor width

—

5.00%

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