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Sinopanic: 3x China, 2x Gold, VIX, 3x Nasdaq Weekly 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)

bitcoin, china equities, gold, leveraged etfs, nasdaq 100, tactical allocation, volatility, weekly rebalance

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)

0.53

—

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

1.91

—

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

0.52

—

Trading activity

Annualized turnover, backtest period (backtest)

12.06

—

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

16.72

—

Daily win rate, backtest period (backtest)

54.17%

—

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

55.43%

—

Backtest

Backtest final value (from $10,000)

$4.8M

—

Backtest regulatory fees

$2,734

—

Backtest slippage cost

$22k

—

Returns

Backtest length

2,876

—

Out-of-sample length

267

—

Return, backtest period (annualized) (backtest)

71.80%

—

Return, backtest period (cumulative) (backtest)

48k%

—

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

112.24%

67.14%

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

122.63%

4.80%

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

1.29%

—

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

2.38%

4.80%

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

0.25%

—

Return, trailing 1 year (backtest)

104.17%

—

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

104.17%

0.00%

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

1.69%

—

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

3.37%

0.00%

SPY annualized return over the backtest window (backtest)

13.97%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.32

—

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

5.19

53.07

Maximum drawdown, backtest period (backtest)

-54.24%

—

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

-21.62%

-1.27%

Sharpe ratio, backtest period (backtest)

1.21

—

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

1.84

4.69

Sortino ratio, backtest period (backtest)

1.97

—

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

2.81

—

Standard deviation, backtest period (backtest)

58.02%

—

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

47.11%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.82

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

weekly

none

Popularity

Remixes (copies)

195

—

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