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Static Equal-Weight Nine Leveraged and Bond ETFs 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)

equal-weight, leveraged etfs (3x), long/short mix, semiconductors, short-term bonds, static allocation, treasuries, us equities

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)

-0.04

—

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

1.32

—

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

0.85

—

Trading activity

Annualized turnover, backtest period (backtest)

2.06

—

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

2.29

—

Daily win rate, backtest period (backtest)

55.17%

—

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

54.50%

—

Backtest

Backtest final value (from $10,000)

$89k

—

Backtest regulatory fees

—

Backtest slippage cost

$16

—

Returns

Backtest length

4,171

—

Out-of-sample length

967

—

Return, backtest period (annualized) (backtest)

14.11%

—

Return, backtest period (cumulative) (backtest)

788.69%

—

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

20.82%

67.14%

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

106.81%

4.80%

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

0.20%

—

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

0.26%

4.80%

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

-0.14%

—

Return, trailing 1 year (backtest)

25.43%

—

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

30.23%

0.00%

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

-0.41%

—

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

-4.24%

0.00%

SPY annualized return over the backtest window (backtest)

14.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.32

—

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

0.74

53.07

Maximum drawdown, backtest period (backtest)

-44.49%

—

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

-28.05%

-1.27%

Sharpe ratio, backtest period (backtest)

0.80

—

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

0.93

4.69

Sortino ratio, backtest period (backtest)

1.11

—

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

1.33

—

Standard deviation, backtest period (backtest)

18.60%

—

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

23.34%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.12

—

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