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Pop Bots with Adaptive Asset Allocation Trend Rotation 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)

leveraged etfs, mean reversion, momentum rotation, risk management, tactical asset allocation, 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)

0.09

—

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

1.22

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

31.56

—

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

39.20

—

Daily win rate, backtest period (backtest)

56.36%

—

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

53.31%

—

Backtest

Backtest final value (from $10,000)

$23.3M

—

Backtest regulatory fees

$44k

—

Backtest slippage cost

$392k

—

Returns

Backtest length

3,199

—

Out-of-sample length

981

—

Return, backtest period (annualized) (backtest)

84.18%

—

Return, backtest period (cumulative) (backtest)

233k%

—

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

34.19%

67.14%

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

214.52%

4.80%

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

0.48%

—

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

-2.06%

4.80%

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

0.72%

—

Return, trailing 1 year (backtest)

72.68%

—

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

72.65%

0.00%

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

-1.59%

—

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

22.94%

0.00%

SPY annualized return over the backtest window (backtest)

13.92%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.55

—

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

1.11

53.07

Maximum drawdown, backtest period (backtest)

-33.06%

—

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

-30.92%

-1.27%

Sharpe ratio, backtest period (backtest)

1.87

—

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

1.04

4.69

Sortino ratio, backtest period (backtest)

3.55

—

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

1.89

—

Standard deviation, backtest period (backtest)

35.93%

—

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

33.09%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.65

—

Construction

Logic complexity (node count)

498

—

Rebalance corridor width

10.00%

1.00%

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