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Most-Volatile Pick Leveraged Rotation with Bond Cues 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)

daily, leveraged etfs, momentum and mean reversion, multi-asset, regime switching, tactical, 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)

0.57

—

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

0.00

—

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

0.00

—

Trading activity

Annualized turnover, backtest period (backtest)

88.55

—

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

96.40

—

Daily win rate, backtest period (backtest)

51.12%

—

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

50.16%

—

Backtest

Backtest final value (from $10,000)

$22k

—

Backtest regulatory fees

$189

—

Backtest slippage cost

$1,465

—

Returns

Backtest length

757

—

Out-of-sample length

630

—

Return, backtest period (annualized) (backtest)

30.41%

—

Return, backtest period (cumulative) (backtest)

122.27%

—

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

15.75%

67.14%

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

43.74%

4.80%

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

-10.80%

—

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

-26.59%

4.80%

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

0.31%

—

Return, trailing 1 year (backtest)

-31.82%

—

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

-15.22%

0.00%

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

12.64%

—

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

-1.30%

0.00%

SPY annualized return over the backtest window (backtest)

22.06%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.45

—

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

0.23

53.07

Maximum drawdown, backtest period (backtest)

-67.43%

—

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

-67.43%

-1.27%

Sharpe ratio, backtest period (backtest)

0.74

—

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

0.60

4.69

Sortino ratio, backtest period (backtest)

1.16

—

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

0.97

—

Standard deviation, backtest period (backtest)

94.71%

—

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

94.23%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

1,005

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

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