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Leveraged US Equity Sleeves with Inverse and VIX 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)

inverse/volatility hedges, leveraged etfs, market timing, momentum, risk-on/risk-off, tactical allocation, treasuries, trend-following

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)

-0.00

—

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

1.95

—

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

0.84

—

Trading activity

Annualized turnover, backtest period (backtest)

36.38

—

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

32.19

—

Daily win rate, backtest period (backtest)

57.45%

—

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

55.09%

—

Backtest

Backtest final value (from $10,000)

$664.0M

—

Backtest regulatory fees

$1.1M

—

Backtest slippage cost

$10.6M

—

Returns

Backtest length

3,765

—

Out-of-sample length

570

—

Return, backtest period (annualized) (backtest)

110.22%

—

Return, backtest period (cumulative) (backtest)

6640k%

—

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

32.20%

67.14%

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

88.22%

4.80%

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

0.69%

—

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

2.70%

4.80%

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

1.41%

—

Return, trailing 1 year (backtest)

16.02%

—

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

16.01%

0.00%

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

0.14%

—

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

2.58%

0.00%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.08

—

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

0.90

53.07

Maximum drawdown, backtest period (backtest)

-35.76%

—

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

-35.76%

-1.27%

Sharpe ratio, backtest period (backtest)

2.22

—

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

0.92

4.69

Sortino ratio, backtest period (backtest)

4.20

—

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

1.52

—

Standard deviation, backtest period (backtest)

36.47%

—

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

37.99%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

180

—

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