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Sandy Dragon: Crash Hedge, Trend, Gold and Bond Timing 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)

all-weather, dragon portfolio-inspired, hedged, leveraged etfs, long-volatility, managed futures, multi-asset, tactical, 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)

0.08

—

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

0.73

—

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

0.70

—

Trading activity

Annualized turnover, backtest period (backtest)

18.34

—

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

16.02

—

Daily win rate, backtest period (backtest)

57.19%

—

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

54.40%

—

Backtest

Backtest final value (from $10,000)

$496k

—

Backtest regulatory fees

$830

—

Backtest slippage cost

$6,244

—

Returns

Backtest length

2,357

—

Out-of-sample length

932

—

Return, backtest period (annualized) (backtest)

51.78%

—

Return, backtest period (cumulative) (backtest)

4862%

—

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

23.68%

67.14%

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

119.62%

4.80%

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

0.72%

—

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

1.72%

4.80%

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

0.55%

—

Return, trailing 1 year (backtest)

8.05%

—

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

8.05%

0.00%

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

-0.00%

—

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

2.56%

0.00%

SPY annualized return over the backtest window (backtest)

15.17%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.95

—

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

1.81

53.07

Maximum drawdown, backtest period (backtest)

-13.10%

—

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

-13.10%

-1.27%

Sharpe ratio, backtest period (backtest)

2.19

—

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

1.45

4.69

Sortino ratio, backtest period (backtest)

4.15

—

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

2.12

—

Standard deviation, backtest period (backtest)

19.97%

—

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

15.46%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.14

—

Construction

Logic complexity (node count)

448

—

Rebalance corridor width

2.00%

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

505

—

Watchers

369

—

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