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Neo Trinity 3x Tech Rotation with Metals and KMLM vs Macro-Filtered Short-Term Momentum with Mean Reversion

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)

alternatives, leveraged-etfs, macro, mean-reversion, sector-rotation, tactical-rotation, trend-following, volatility-hedging

daily rebalance, long/short, macro regime rotation, momentum + mean reversion, multi-asset, risk-managed, tactical etf, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.07

—

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

1.41

—

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

0.50

—

Trading activity

Annualized turnover, backtest period (backtest)

71.23

—

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

69.15

—

Daily win rate, backtest period (backtest)

54.97%

—

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

51.82%

—

Backtest

Backtest final value (from $10,000)

$140k

—

Backtest regulatory fees

$656

—

Backtest slippage cost

$5,066

—

Returns

Backtest length

1,077

—

Out-of-sample length

550

—

Return, backtest period (annualized) (backtest)

85.27%

—

Return, backtest period (cumulative) (backtest)

1298%

—

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

25.45%

76.55%

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

64.17%

3.91%

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

-0.85%

—

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

2.17%

0.00%

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

-0.56%

—

Return, trailing 1 year (backtest)

19.07%

—

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

19.07%

0.00%

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

-0.44%

—

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

21.01%

0.00%

SPY annualized return over the backtest window (backtest)

19.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.51

—

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

0.75

180.23

Maximum drawdown, backtest period (backtest)

-34.02%

—

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

-34.02%

-0.42%

Sharpe ratio, backtest period (backtest)

1.81

—

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

0.71

9.00

Sortino ratio, backtest period (backtest)

3.49

—

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

1.33

—

Standard deviation, backtest period (backtest)

37.83%

—

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

45.96%

6.75%

Quality

Community review status

ACTIVE

—

Holdings

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

0.22

—

Construction

Logic complexity (node count)

4,536

—

Rebalance corridor width

10.00%

—

Rebalance frequency

none

daily

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