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Simplified Tech Trend Variant with Optional VIX Overlay vs Domestic Leveraged Sector Trend Rotation

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Inverse / short exposure

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Hedge / defensive overlay: Volatility products (VIX)

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Leverage use

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Trading signal: Relative strength vs another asset

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Trading signal: RSI overbought / oversold

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Trading signal: Trend (moving averages)

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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)

bonds/cash overlay, leveraged etfs, macro (usd/gold) checks, optional overlay, tactical rotation, tech-heavy, trend + mean reversion, volatility hedge (vix)

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)

0.26

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

1.09

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

0.39

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Trading activity

Annualized turnover, backtest period (backtest)

67.05

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

60.67

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Daily win rate, backtest period (backtest)

54.86%

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

52.16%

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Backtest

Backtest final value (from $10,000)

$77.5B

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Backtest regulatory fees

$175.4M

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Backtest slippage cost

$1.7B

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Returns

Backtest length

3,649

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Out-of-sample length

880

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Return, backtest period (annualized) (backtest)

198.99%

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Return, backtest period (cumulative) (backtest)

775457k%

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

50.29%

67.14%

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

315.49%

4.80%

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

0.17%

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

-0.01%

4.80%

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

1.57%

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Return, trailing 1 year (backtest)

72.50%

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

72.46%

0.00%

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

0.38%

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

8.38%

0.00%

SPY annualized return over the backtest window (backtest)

14.55%

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Risk metrics

Calmar ratio, backtest period (backtest)

5.44

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

1.38

53.07

Maximum drawdown, backtest period (backtest)

-36.55%

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

-36.55%

-1.27%

Sharpe ratio, backtest period (backtest)

2.45

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

1.19

4.69

Sortino ratio, backtest period (backtest)

5.06

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

2.04

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Standard deviation, backtest period (backtest)

49.40%

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

41.12%

11.60%

Quality

Community review status

ACTIVE

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Holdings

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

0.62

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Construction

Logic complexity (node count)

294

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Rebalance corridor width

2.00%

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

—

Watchers

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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