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Leveraged Tech Trend with Inverse, VIX and Gold 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)

high risk, leveraged etfs, momentum, regime switching, tactical allocation, trend-following, volatility hedge

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)

0.05

—

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

2.30

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

66.50

—

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

62.05

—

Daily win rate, backtest period (backtest)

57.60%

—

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

54.72%

—

Backtest

Backtest final value (from $10,000)

$20566.5B

—

Backtest regulatory fees

$6.2B

—

Backtest slippage cost

$7.0B

—

Returns

Backtest length

3,781

—

Out-of-sample length

572

—

Return, backtest period (annualized) (backtest)

317.40%

—

Return, backtest period (cumulative) (backtest)

205664899k%

—

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

22.96%

67.14%

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

59.21%

4.80%

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

-7.62%

—

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

-16.46%

4.80%

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

2.75%

—

Return, trailing 1 year (backtest)

17.16%

—

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

12.24%

0.00%

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

7.14%

—

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

-19.07%

0.00%

SPY annualized return over the backtest window (backtest)

15.65%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.76

—

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

0.48

53.07

Maximum drawdown, backtest period (backtest)

-46.96%

—

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

-47.38%

-1.27%

Sharpe ratio, backtest period (backtest)

2.68

—

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

0.64

4.69

Sortino ratio, backtest period (backtest)

5.11

—

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

1.00

—

Standard deviation, backtest period (backtest)

59.84%

—

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

64.51%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.98

—

Construction

Logic complexity (node count)

573

—

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