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Leveraged Tech Trend with Stress Rotation to Havens 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)

crash protection, leveraged etfs, mean-reversion, tactical multi-asset, trend & momentum, 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)

0.05

—

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

0.95

—

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

0.76

—

Trading activity

Annualized turnover, backtest period (backtest)

43.55

—

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

44.50

—

Daily win rate, backtest period (backtest)

58.95%

—

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

54.86%

—

Backtest

Backtest final value (from $10,000)

$32.3M

—

Backtest regulatory fees

$92k

—

Backtest slippage cost

$819k

—

Returns

Backtest length

3,756

—

Out-of-sample length

545

—

Return, backtest period (annualized) (backtest)

71.94%

—

Return, backtest period (cumulative) (backtest)

323k%

—

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

22.47%

67.14%

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

54.41%

4.80%

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

-1.81%

—

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

2.74%

4.80%

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

-1.38%

—

Return, trailing 1 year (backtest)

20.22%

—

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

21.21%

0.00%

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

-1.27%

—

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

10.52%

0.00%

SPY annualized return over the backtest window (backtest)

14.76%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.82

—

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

1.51

53.07

Maximum drawdown, backtest period (backtest)

-14.92%

—

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

-14.92%

-1.27%

Sharpe ratio, backtest period (backtest)

2.66

—

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

1.10

4.69

Sortino ratio, backtest period (backtest)

5.43

—

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

1.62

—

Standard deviation, backtest period (backtest)

21.23%

—

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

20.35%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.20

—

Construction

Logic complexity (node count)

690

—

Rebalance corridor width

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