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Compare investment strategies

Slowloss Regime: S&P Trend or Nasdaq Mean-Reversion with 3x 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)

leveraged etfs, long/short, mean reversion, nasdaq-100, regime switching, s&p 500, tactical allocation, trend following

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)

0.09

—

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

1.41

—

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

0.40

—

Trading activity

Annualized turnover, backtest period (backtest)

144.58

—

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

140.69

—

Daily win rate, backtest period (backtest)

51.07%

—

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

52.88%

—

Backtest

Backtest final value (from $10,000)

$5,889

—

Backtest regulatory fees

$858

—

Backtest slippage cost

$1,385

—

Returns

Backtest length

4,190

—

Out-of-sample length

815

—

Return, backtest period (annualized) (backtest)

-3.13%

—

Return, backtest period (cumulative) (backtest)

-41.11%

—

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

26.21%

67.14%

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

112.51%

4.80%

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

1.29%

—

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

0.48%

4.80%

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

0.72%

—

Return, trailing 1 year (backtest)

23.31%

—

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

23.41%

0.00%

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

-1.48%

—

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

-0.86%

0.00%

SPY annualized return over the backtest window (backtest)

14.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

-0.03

—

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

0.48

53.07

Maximum drawdown, backtest period (backtest)

-95.96%

—

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

-54.14%

-1.27%

Sharpe ratio, backtest period (backtest)

0.22

—

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

0.70

4.69

Sortino ratio, backtest period (backtest)

0.32

—

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

1.07

—

Standard deviation, backtest period (backtest)

56.16%

—

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

52.78%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

1.00%

Rebalance frequency

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