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NOVA Leveraged Tech Regime Switch with Shipping Signal vs Rising Rates Volatility Switch Risk-Parity Mix

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)

bond rotation, leveraged etfs, momentum, regime switching, trend-following, volatility hedging

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.62

—

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

1.49

—

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

0.36

—

Trading activity

Annualized turnover, backtest period (backtest)

95.45

—

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

109.13

—

Daily win rate, backtest period (backtest)

59.38%

—

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

60.53%

—

Backtest

Backtest final value (from $10,000)

$701k

—

Backtest regulatory fees

$1,968

—

Backtest slippage cost

$16k

—

Returns

Backtest length

810

—

Out-of-sample length

228

—

Return, backtest period (annualized) (backtest)

274.59%

—

Return, backtest period (cumulative) (backtest)

6912%

—

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

105.18%

3.62%

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

92.15%

2.81%

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

1.01%

—

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

13.56%

0.34%

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

-1.09%

—

Return, trailing 1 year (backtest)

84.17%

—

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

92.77%

6.30%

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

0.93%

—

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

34.05%

0.95%

SPY annualized return over the backtest window (backtest)

19.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

10.64

—

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

4.08

331.36

Maximum drawdown, backtest period (backtest)

-25.80%

—

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

-25.80%

-0.01%

Sharpe ratio, backtest period (backtest)

2.76

—

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

1.64

18.06

Sortino ratio, backtest period (backtest)

4.93

—

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

2.38

—

Standard deviation, backtest period (backtest)

52.90%

—

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

52.69%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.48

—

Construction

Logic complexity (node count)

4,133

—

Rebalance corridor width

—

5.00%

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