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SVIX KMLM Switcher with UVXY Pops and Diversifiers vs Domestic Leveraged Sector Trend Rotation

Every published figureShow 28 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, managed futures, risk-on/risk-off, rsi mean reversion, tactical rotation, volatility timing

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)

0.84

—

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

1.54

—

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

0.37

—

Trading activity

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

75.72

—

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

54.97%

—

Risk metrics

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

5.89

53.07

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

-25.43%

-1.27%

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

1.70

4.69

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

2.97

—

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

66.68%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.80

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

1.00%

Rebalance frequency

none

Returns

Out-of-sample length

593

—

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

149.80%

67.14%

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

765.32%

4.80%

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

-0.30%

—

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

-0.70%

4.80%

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

0.22%

—

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

38.08%

0.00%

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

0.78%

—

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

17.39%

0.00%

Popularity

Remixes (copies)

435

—

Watchers

190

—

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