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Nasdaq RSI 3x Long/Short with Staples/Bond Rest 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)

bonds, daily rebalance, defensive stocks, leveraged etfs, mean reversion, nasdaq-100, rsi-based, tactical 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)

0.01

—

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

1.21

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

54.77

—

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

50.91

—

Daily win rate, backtest period (backtest)

52.50%

—

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

47.98%

—

Backtest

Backtest final value (from $10,000)

$1.7M

—

Backtest regulatory fees

$8,470

—

Backtest slippage cost

$60k

—

Returns

Backtest length

4,196

—

Out-of-sample length

396

—

Return, backtest period (annualized) (backtest)

36.24%

—

Return, backtest period (cumulative) (backtest)

17k%

—

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

20.31%

67.14%

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

33.23%

4.80%

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

-0.65%

—

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

0.92%

4.80%

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

3.95%

—

Return, trailing 1 year (backtest)

18.98%

—

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

15.54%

0.00%

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

4.68%

—

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

8.02%

0.00%

SPY annualized return over the backtest window (backtest)

14.49%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.23

—

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

0.90

53.07

Maximum drawdown, backtest period (backtest)

-29.51%

—

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

-22.66%

-1.27%

Sharpe ratio, backtest period (backtest)

1.32

—

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

0.67

4.69

Sortino ratio, backtest period (backtest)

2.52

—

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

1.47

—

Standard deviation, backtest period (backtest)

25.80%

—

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

37.16%

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