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Monthly Bitcoin or Dollar Pick with Contrarian Fallback 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)

crypto timing, leveraged/inverse etfs, monthly rebalance, risk‑on/risk‑off, trend/mean‑reversion rotation

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)

0.18

—

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

0.64

—

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

0.27

—

Trading activity

Annualized turnover, backtest period (backtest)

6.05

—

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

6.98

—

Daily win rate, backtest period (backtest)

52.61%

—

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

51.69%

—

Backtest

Backtest final value (from $10,000)

$154.2M

—

Backtest regulatory fees

$54k

—

Backtest slippage cost

$511k

—

Returns

Backtest length

2,792

—

Out-of-sample length

650

—

Return, backtest period (annualized) (backtest)

138.71%

—

Return, backtest period (cumulative) (backtest)

1542k%

—

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

25.63%

67.14%

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

80.31%

4.80%

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

-0.04%

—

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

-10.39%

4.80%

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

0.21%

—

Return, trailing 1 year (backtest)

5.58%

—

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

5.58%

0.00%

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

-5.45%

—

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

0.19%

0.00%

SPY annualized return over the backtest window (backtest)

15.38%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.75

—

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

0.77

53.07

Maximum drawdown, backtest period (backtest)

-50.35%

—

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

-33.34%

-1.27%

Sharpe ratio, backtest period (backtest)

1.69

—

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

0.79

4.69

Sortino ratio, backtest period (backtest)

2.83

—

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

1.20

—

Standard deviation, backtest period (backtest)

63.09%

—

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

37.88%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

monthly

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