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Risk-Weighted 3x Tech with VIX/Bond/Gold Brakes 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 rebalancing, leveraged etfs, managed futures, risk-on/risk-off, tactical asset allocation, trend-following, volatility hedge

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)

0.08

—

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

0.53

—

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

0.18

—

Trading activity

Annualized turnover, backtest period (backtest)

62.28

—

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

62.21

—

Daily win rate, backtest period (backtest)

57.61%

—

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

51.94%

—

Backtest

Backtest final value (from $10,000)

$15.2M

—

Backtest regulatory fees

$40k

—

Backtest slippage cost

$353k

—

Returns

Backtest length

1,465

—

Out-of-sample length

360

—

Return, backtest period (annualized) (backtest)

252.29%

—

Return, backtest period (cumulative) (backtest)

152k%

—

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

23.20%

67.14%

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

34.16%

4.80%

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

-3.27%

—

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

-1.42%

4.80%

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

-8.73%

—

Return, trailing 1 year (backtest)

12.65%

—

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

15.98%

0.00%

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

-12.02%

—

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

15.65%

0.00%

SPY annualized return over the backtest window (backtest)

14.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

12.54

—

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

1.15

53.07

Maximum drawdown, backtest period (backtest)

-20.11%

—

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

-20.11%

-1.27%

Sharpe ratio, backtest period (backtest)

3.32

—

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

0.77

4.69

Sortino ratio, backtest period (backtest)

6.88

—

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

0.81

—

Standard deviation, backtest period (backtest)

40.38%

—

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

34.97%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.27

—

Construction

Logic complexity (node count)

1,121

—

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