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SLAAAM Leveraged Tech Rotation with Bond/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)

gold, hedging/shorting, leveraged etfs, momentum/rsi, tactical, tech‑tilted, treasuries/t‑bills, trend/regime switch

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)

0.02

—

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

2.82

—

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

0.74

—

Trading activity

Annualized turnover, backtest period (backtest)

63.00

—

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

59.33

—

Daily win rate, backtest period (backtest)

55.40%

—

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

55.25%

—

Backtest

Backtest final value (from $10,000)

$436k

—

Backtest regulatory fees

$1,204

—

Backtest slippage cost

$9,815

—

Returns

Backtest length

1,112

—

Out-of-sample length

829

—

Return, backtest period (annualized) (backtest)

135.08%

—

Return, backtest period (cumulative) (backtest)

4261%

—

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

52.80%

67.14%

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

304.02%

4.80%

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

0.76%

—

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

9.00%

4.80%

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

-0.66%

—

Return, trailing 1 year (backtest)

74.90%

—

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

74.90%

0.00%

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

1.81%

—

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

20.70%

0.00%

SPY annualized return over the backtest window (backtest)

16.02%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.23

—

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

0.87

53.07

Maximum drawdown, backtest period (backtest)

-60.50%

—

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

-60.50%

-1.27%

Sharpe ratio, backtest period (backtest)

1.81

—

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

1.03

4.69

Sortino ratio, backtest period (backtest)

3.03

—

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

1.61

—

Standard deviation, backtest period (backtest)

55.84%

—

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

56.49%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.40

—

Construction

Logic complexity (node count)

492

—

Rebalance corridor width

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

100

—

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