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Single-ETF 4-Day Dip Buyer in Leveraged ETFs 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 rebalance, leveraged etfs, long/short, mean reversion, regime filter, sector rotation, tactical, volatility filter

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)

0.06

—

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

3.17

—

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

0.55

—

Trading activity

Annualized turnover, backtest period (backtest)

146.66

—

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

137.17

—

Daily win rate, backtest period (backtest)

53.96%

—

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

52.93%

—

Backtest

Backtest final value (from $10,000)

$1.3M

—

Backtest regulatory fees

$8,369

—

Backtest slippage cost

$64k

—

Returns

Backtest length

1,110

—

Out-of-sample length

733

—

Return, backtest period (annualized) (backtest)

201.35%

—

Return, backtest period (cumulative) (backtest)

13k%

—

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

49.16%

67.14%

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

220.46%

4.80%

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

-1.94%

—

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

33.48%

4.80%

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

11.62%

—

Return, trailing 1 year (backtest)

98.58%

—

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

98.55%

0.00%

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

3.34%

—

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

41.92%

0.00%

SPY annualized return over the backtest window (backtest)

17.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.25

—

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

0.79

53.07

Maximum drawdown, backtest period (backtest)

-62.04%

—

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

-62.04%

-1.27%

Sharpe ratio, backtest period (backtest)

1.69

—

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

0.88

4.69

Sortino ratio, backtest period (backtest)

2.74

—

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

1.39

—

Standard deviation, backtest period (backtest)

88.11%

—

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

87.86%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

290

—

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