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Sorted 3x Tech with Gold and Managed Futures 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/miners, hedging, leveraged etfs, managed futures, momentum + mean‑reversion, 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)

0.28

—

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

2.05

—

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

0.74

—

Trading activity

Annualized turnover, backtest period (backtest)

81.43

—

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

87.79

—

Daily win rate, backtest period (backtest)

57.07%

—

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

49.50%

—

Backtest

Backtest final value (from $10,000)

$167k

—

Backtest regulatory fees

$508

—

Backtest slippage cost

$3,543

—

Returns

Backtest length

778

—

Out-of-sample length

202

—

Return, backtest period (annualized) (backtest)

148.85%

—

Return, backtest period (cumulative) (backtest)

1575%

—

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

84.18%

67.14%

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

61.19%

4.80%

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

-4.29%

—

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

3.80%

4.80%

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

-4.04%

—

Return, trailing 1 year (backtest)

66.40%

—

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

0.00%

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

-6.62%

—

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

5.32%

0.00%

SPY annualized return over the backtest window (backtest)

20.69%

—

Risk metrics

Calmar ratio, backtest period (backtest)

8.25

—

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

5.05

53.07

Maximum drawdown, backtest period (backtest)

-18.05%

—

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

-16.67%

-1.27%

Sharpe ratio, backtest period (backtest)

2.12

—

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

1.90

4.69

Sortino ratio, backtest period (backtest)

6.04

—

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

3.01

—

Standard deviation, backtest period (backtest)

47.61%

—

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

35.58%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.17

—

Construction

Logic complexity (node count)

5,432

—

Rebalance corridor width

5.00%

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