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Low-Risk Leveraged Tech Trend with Cash and Hedges vs 100% SGOV Treasury Bill Cash Holder

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

hedged, leveraged etfs, long/short, mean-reversion, tactical allocation, trend-following, volatility-aware

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

Asset classes / instruments

equities

Market-relative

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

0.55

—

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

1.01

—

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

0.29

—

Trading activity

Annualized turnover, backtest period (backtest)

112.66

—

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

112.15

—

Daily win rate, backtest period (backtest)

58.87%

—

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

54.57%

—

Backtest

Backtest final value (from $10,000)

$693k

—

Backtest regulatory fees

$3,159

—

Backtest slippage cost

$23k

—

Returns

Backtest length

953

—

Out-of-sample length

350

—

Return, backtest period (annualized) (backtest)

206.34%

—

Return, backtest period (cumulative) (backtest)

6829%

—

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

94.92%

3.61%

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

153.35%

0.76%

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

-0.63%

—

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

11.09%

0.32%

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

-0.65%

—

Return, trailing 1 year (backtest)

98.80%

—

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

98.80%

0.00%

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

-1.23%

—

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

15.02%

0.00%

SPY annualized return over the backtest window (backtest)

22.33%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.51

—

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

4.99

45148.96

Maximum drawdown, backtest period (backtest)

-37.47%

—

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

-19.02%

-0.00%

Sharpe ratio, backtest period (backtest)

2.55

—

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

1.77

20.28

Sortino ratio, backtest period (backtest)

4.33

—

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

2.95

—

Standard deviation, backtest period (backtest)

48.45%

—

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

43.02%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

8,029

—

Rebalance frequency

daily

Popularity

Remixes (copies)

158

—

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