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Original Gain Train SOXL/SOXS Rotation with Gold vs 50/50 Hedged Rotation and TQQQ Dip-Buy

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)

cash/gold sleeves, leveraged etfs, macro bond/dollar signals, momentum and mean‑reversion, regime-switching, rsi-driven, semiconductors focus

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

Asset classes / instruments

equities

Market-relative

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

0.13

—

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

1.23

—

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

0.54

—

Trading activity

Annualized turnover, backtest period (backtest)

35.36

—

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

27.29

—

Daily win rate, backtest period (backtest)

55.99%

—

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

57.27%

—

Backtest

Backtest final value (from $10,000)

$6.5M

—

Backtest regulatory fees

$12k

—

Backtest slippage cost

$92k

—

Returns

Backtest length

3,206

—

Out-of-sample length

866

—

Return, backtest period (annualized) (backtest)

66.33%

—

Return, backtest period (cumulative) (backtest)

65k%

—

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

39.52%

3.62%

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

214.52%

2.81%

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

0.24%

—

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

-0.98%

0.34%

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

1.24%

—

Return, trailing 1 year (backtest)

39.64%

—

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

39.63%

86.44%

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

0.51%

—

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

-2.38%

0.95%

SPY annualized return over the backtest window (backtest)

13.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.33

—

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

1.39

331.36

Maximum drawdown, backtest period (backtest)

-28.52%

—

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

-28.52%

-0.01%

Sharpe ratio, backtest period (backtest)

1.71

—

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

1.14

18.06

Sortino ratio, backtest period (backtest)

2.93

—

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

2.21

—

Standard deviation, backtest period (backtest)

32.78%

—

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

33.88%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.23

—

Construction

Logic complexity (node count)

192

—

Rebalance corridor width

20.00%

9.00%

Rebalance frequency

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