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Nine-Signal Trend Blend: 3x Stocks vs Safe Havens 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)

cross-asset, leveraged etfs, momentum, multi-signal ensemble, risk-on/risk-off, tactical asset allocation, trend-following, 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)

0.06

—

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

1.16

—

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

0.62

—

Trading activity

Annualized turnover, backtest period (backtest)

49.18

—

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

49.77

—

Daily win rate, backtest period (backtest)

56.65%

—

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

55.60%

—

Backtest

Backtest final value (from $10,000)

$730k

—

Backtest regulatory fees

$3,086

—

Backtest slippage cost

$24k

—

Returns

Backtest length

2,355

—

Out-of-sample length

741

—

Return, backtest period (annualized) (backtest)

58.23%

—

Return, backtest period (cumulative) (backtest)

7196%

—

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

33.68%

67.14%

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

135.07%

4.80%

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

0.79%

—

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

3.46%

4.80%

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

-0.29%

—

Return, trailing 1 year (backtest)

9.24%

—

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

9.24%

0.00%

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

1.51%

—

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

-1.45%

0.00%

SPY annualized return over the backtest window (backtest)

15.13%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.69

—

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

0.98

53.07

Maximum drawdown, backtest period (backtest)

-34.38%

—

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

-34.38%

-1.27%

Sharpe ratio, backtest period (backtest)

1.69

—

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

1.16

4.69

Sortino ratio, backtest period (backtest)

2.57

—

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

1.68

—

Standard deviation, backtest period (backtest)

29.79%

—

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

28.58%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.28

—

Construction

Logic complexity (node count)

288

—

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