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Q/S Pop Bot with Leveraged All-Weather AWP 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)

gold miners, leveraged etfs, mean reversion, nasdaq 100, risk-on/risk-off, semiconductors, tactical momentum, treasuries, us dollar, utilities, volatility filter

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)

0.04

—

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

2.39

—

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

0.84

—

Trading activity

Annualized turnover, backtest period (backtest)

14.59

—

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

11.34

—

Daily win rate, backtest period (backtest)

56.79%

—

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

54.96%

—

Backtest

Backtest final value (from $10,000)

$2.6M

—

Backtest regulatory fees

$1,878

—

Backtest slippage cost

$14k

—

Returns

Backtest length

2,372

—

Out-of-sample length

968

—

Return, backtest period (annualized) (backtest)

80.80%

—

Return, backtest period (cumulative) (backtest)

26k%

—

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

54.32%

67.14%

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

430.32%

4.80%

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

1.87%

—

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

-5.09%

4.80%

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

2.70%

—

Return, trailing 1 year (backtest)

42.86%

—

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

42.86%

0.00%

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

0.12%

—

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

5.99%

0.00%

SPY annualized return over the backtest window (backtest)

15.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.02

—

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

1.36

53.07

Maximum drawdown, backtest period (backtest)

-39.99%

—

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

-39.99%

-1.27%

Sharpe ratio, backtest period (backtest)

1.75

—

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

1.22

4.69

Sortino ratio, backtest period (backtest)

3.01

—

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

2.12

—

Standard deviation, backtest period (backtest)

37.80%

—

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

42.65%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.15

—

Construction

Logic complexity (node count)

—

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