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Simplified Dip Buy and Rip Fade in 2x-3x Funds 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)

leveraged etfs, market timing, mean-reversion, momentum, risk-on/off, sector rotation, tactical, trend-following, volatility

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)

0.32

—

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

2.21

—

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

0.51

—

Trading activity

Annualized turnover, backtest period (backtest)

53.96

—

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

51.12

—

Daily win rate, backtest period (backtest)

56.76%

—

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

52.78%

—

Backtest

Backtest final value (from $10,000)

$27.4B

—

Backtest regulatory fees

$46.1M

—

Backtest slippage cost

$444.0M

—

Returns

Backtest length

2,849

—

Out-of-sample length

557

—

Return, backtest period (annualized) (backtest)

270.82%

—

Return, backtest period (cumulative) (backtest)

273536k%

—

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

60.26%

67.14%

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

184.14%

4.80%

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

-0.41%

—

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

-4.34%

4.80%

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

-0.12%

—

Return, trailing 1 year (backtest)

59.33%

—

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

59.30%

0.00%

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

-0.61%

—

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

-5.03%

0.00%

SPY annualized return over the backtest window (backtest)

14.10%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.01

—

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

1.11

53.07

Maximum drawdown, backtest period (backtest)

-54.04%

—

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

-54.04%

-1.27%

Sharpe ratio, backtest period (backtest)

2.42

—

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

0.99

4.69

Sortino ratio, backtest period (backtest)

4.42

—

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

1.73

—

Standard deviation, backtest period (backtest)

61.75%

—

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

71.49%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

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