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Simplified RSI Tech Trend with Dollar and Gold Defense 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, momentum and mean reversion, multi-asset, regime switching, tactical allocation, 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)

0.21

—

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

2.22

—

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

0.66

—

Trading activity

Annualized turnover, backtest period (backtest)

55.00

—

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

45.58

—

Daily win rate, backtest period (backtest)

54.92%

—

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

55.66%

—

Backtest

Backtest final value (from $10,000)

$68.8B

—

Backtest regulatory fees

$119.6M

—

Backtest slippage cost

$1.2B

—

Returns

Backtest length

3,762

—

Out-of-sample length

821

—

Return, backtest period (annualized) (backtest)

187.00%

—

Return, backtest period (cumulative) (backtest)

687776k%

—

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

67.67%

67.14%

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

439.69%

4.80%

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

-0.04%

—

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

-3.77%

4.80%

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

0.21%

—

Return, trailing 1 year (backtest)

53.24%

—

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

53.21%

0.00%

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

0.32%

—

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

-8.47%

0.00%

SPY annualized return over the backtest window (backtest)

15.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.47

—

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

1.62

53.07

Maximum drawdown, backtest period (backtest)

-41.83%

—

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

-41.84%

-1.27%

Sharpe ratio, backtest period (backtest)

2.16

—

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

1.27

4.69

Sortino ratio, backtest period (backtest)

4.16

—

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

2.03

—

Standard deviation, backtest period (backtest)

55.50%

—

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

50.39%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.98

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

106

—

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