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Single-Stock Bull/Bear ETF Rotation (AAPL, AMZN, TSLA) 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, high risk, leveraged/inverse etfs, momentum/mean‑reversion, risk‑on/off, single‑stock (aapl/amzn/tsla), tactical rotation

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)

0.36

—

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

1.23

—

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

0.31

—

Trading activity

Annualized turnover, backtest period (backtest)

87.50

—

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

87.50

—

Daily win rate, backtest period (backtest)

53.68%

—

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

53.99%

—

Backtest

Backtest final value (from $10,000)

$19k

—

Backtest regulatory fees

$53

—

Backtest slippage cost

$326

—

Returns

Backtest length

326

—

Out-of-sample length

326

—

Return, backtest period (annualized) (backtest)

64.84%

—

Return, backtest period (cumulative) (backtest)

91.28%

—

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

64.94%

67.14%

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

91.44%

4.80%

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

0.26%

—

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

-10.30%

4.80%

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

-1.79%

—

Return, trailing 1 year (backtest)

74.66%

—

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

74.76%

0.00%

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

-5.65%

—

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

15.40%

0.00%

SPY annualized return over the backtest window (backtest)

22.45%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.34

—

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

2.34

53.07

Maximum drawdown, backtest period (backtest)

-27.72%

—

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

-27.70%

-1.27%

Sharpe ratio, backtest period (backtest)

1.27

—

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

1.28

4.69

Sortino ratio, backtest period (backtest)

2.11

—

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

2.12

—

Standard deviation, backtest period (backtest)

48.34%

—

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

48.34%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.46

—

Construction

Logic complexity (node count)

630

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

127

—

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