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Nasdaq RSI 200-Day Regime Swing with Defensive Gold/T-Bills vs Domestic Leveraged Sector Trend Rotation

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Cash / T-bills

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Hedge / defensive overlay: Inverse / short exposure

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Hedge / defensive overlay: Volatility products (VIX)

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Leverage use

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Trading signal: RSI overbought / oversold

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Trading signal: Trend (moving averages)

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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)

defensives, leveraged etfs, nasdaq-100, regime filter, rsi timing, semiconductors, tactical, us equities, volatility hedge

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)

0.06

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

1.40

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

0.63

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Trading activity

Annualized turnover, backtest period (backtest)

27.75

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

21.66

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Daily win rate, backtest period (backtest)

56.33%

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

54.12%

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Backtest

Backtest final value (from $10,000)

$7.0B

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Backtest regulatory fees

$5.7M

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Backtest slippage cost

$54.6M

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Returns

Backtest length

3,765

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Out-of-sample length

364

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Return, backtest period (annualized) (backtest)

146.01%

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Return, backtest period (cumulative) (backtest)

69593k%

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

45.45%

67.14%

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

72.05%

4.80%

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

1.27%

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

4.59%

4.80%

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

2.73%

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Return, trailing 1 year (backtest)

25.68%

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

25.67%

0.00%

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

1.90%

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

6.28%

0.00%

SPY annualized return over the backtest window (backtest)

15.16%

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Risk metrics

Calmar ratio, backtest period (backtest)

3.66

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

1.99

53.07

Maximum drawdown, backtest period (backtest)

-39.85%

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

-22.81%

-1.27%

Sharpe ratio, backtest period (backtest)

2.23

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

1.51

4.69

Sortino ratio, backtest period (backtest)

4.88

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

2.21

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Standard deviation, backtest period (backtest)

44.61%

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

27.27%

11.60%

Quality

Community review status

ACTIVE

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Holdings

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

0.44

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Construction

Logic complexity (node count)

241

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Rebalance corridor width

5.00%

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

—

Watchers

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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