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Nasdaq 175-Day Trend with Gold, Managed Futures Defense 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)

gold, levered etfs, managed futures, market neutral, momentum, nasdaq/tech, risk-on/off, t-bills, tactical rotation, trend following, volatility regime

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)

-0.01

—

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

1.20

—

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

0.81

—

Trading activity

Annualized turnover, backtest period (backtest)

17.38

—

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

7.72

—

Daily win rate, backtest period (backtest)

56.34%

—

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

56.27%

—

Backtest

Backtest final value (from $10,000)

$76k

—

Backtest regulatory fees

$77

—

Backtest slippage cost

$605

—

Returns

Backtest length

1,450

—

Out-of-sample length

359

—

Return, backtest period (annualized) (backtest)

42.25%

—

Return, backtest period (cumulative) (backtest)

660.79%

—

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

29.09%

67.14%

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

43.15%

4.80%

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

-2.50%

—

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

4.99%

4.80%

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

-3.71%

—

Return, trailing 1 year (backtest)

15.84%

—

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

21.31%

0.00%

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

-5.00%

—

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

3.98%

0.00%

SPY annualized return over the backtest window (backtest)

14.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.56

—

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

2.59

53.07

Maximum drawdown, backtest period (backtest)

-16.49%

—

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

-11.22%

-1.27%

Sharpe ratio, backtest period (backtest)

1.61

—

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

1.53

4.69

Sortino ratio, backtest period (backtest)

2.48

—

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

1.93

—

Standard deviation, backtest period (backtest)

23.67%

—

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

17.81%

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

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