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Popped3: Tech Dips, 3x Uptrends, Gold, Managed Futures 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)

hedging, leveraged etfs, managed futures, risk-on/risk-off, tactical allocation, trend-following

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)

0.20

—

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

1.29

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

39.04

—

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

37.11

—

Daily win rate, backtest period (backtest)

57.13%

—

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

56.76%

—

Backtest

Backtest final value (from $10,000)

$1.3M

—

Backtest regulatory fees

$2,701

—

Backtest slippage cost

$21k

—

Returns

Backtest length

1,733

—

Out-of-sample length

377

—

Return, backtest period (annualized) (backtest)

103.21%

—

Return, backtest period (cumulative) (backtest)

13k%

—

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

61.55%

67.14%

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

105.34%

4.80%

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

0.51%

—

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

1.53%

4.80%

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

0.76%

—

Return, trailing 1 year (backtest)

53.24%

—

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

53.24%

0.00%

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

0.92%

—

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

7.40%

0.00%

SPY annualized return over the backtest window (backtest)

16.02%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.72

—

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

3.04

53.07

Maximum drawdown, backtest period (backtest)

-37.91%

—

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

-20.28%

-1.27%

Sharpe ratio, backtest period (backtest)

1.89

—

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

1.75

4.69

Sortino ratio, backtest period (backtest)

3.45

—

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

2.90

—

Standard deviation, backtest period (backtest)

42.17%

—

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

30.09%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.53

—

Construction

Logic complexity (node count)

316

—

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