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QLD Trend with Bounce Trades and Safe-Sector Fallback 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)

daily rebalance, defensive rotation, leveraged etfs, momentum/rsi, tactical allocation, trend + mean reversion

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)

0.41

—

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

1.23

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

96.71

—

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

101.29

—

Daily win rate, backtest period (backtest)

54.95%

—

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

53.88%

—

Backtest

Backtest final value (from $10,000)

$340k

—

Backtest regulatory fees

$1,471

—

Backtest slippage cost

$11k

—

Returns

Backtest length

1,465

—

Out-of-sample length

206

—

Return, backtest period (annualized) (backtest)

83.32%

—

Return, backtest period (cumulative) (backtest)

3298%

—

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

67.60%

67.14%

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

50.97%

4.80%

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

1.32%

—

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

-1.22%

4.80%

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

4.47%

—

Return, trailing 1 year (backtest)

66.39%

—

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

0.00%

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

4.74%

—

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

8.51%

0.00%

SPY annualized return over the backtest window (backtest)

14.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.92

—

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

4.91

53.07

Maximum drawdown, backtest period (backtest)

-28.57%

—

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

-13.77%

-1.27%

Sharpe ratio, backtest period (backtest)

2.44

—

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

1.76

4.69

Sortino ratio, backtest period (backtest)

4.29

—

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

3.66

—

Standard deviation, backtest period (backtest)

26.32%

—

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

32.28%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.89

—

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