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Tech and Crypto Uptrend Rider with T-Bill Fallback 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)

cash fallback, crypto & miners, leveraged tech, risk-on/risk-off, semiconductors, tactical allocation, trend + momentum

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)

0.13

—

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

0.17

—

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

0.23

—

Trading activity

Annualized turnover, backtest period (backtest)

15.03

—

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

13.19

—

Daily win rate, backtest period (backtest)

75.82%

—

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

72.34%

—

Backtest

Backtest final value (from $10,000)

$34k

—

Backtest regulatory fees

$35

—

Backtest slippage cost

$234

—

Returns

Backtest length

910

—

Out-of-sample length

499

—

Return, backtest period (annualized) (backtest)

39.74%

—

Return, backtest period (cumulative) (backtest)

235.23%

—

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

16.70%

67.14%

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

35.36%

4.80%

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

-0.04%

—

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

0.42%

4.80%

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

-0.06%

—

Return, trailing 1 year (backtest)

8.31%

—

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

6.36%

0.00%

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

-0.15%

—

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

1.42%

0.00%

SPY annualized return over the backtest window (backtest)

20.94%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.98

—

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

1.73

53.07

Maximum drawdown, backtest period (backtest)

-9.98%

—

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

-9.63%

-1.27%

Sharpe ratio, backtest period (backtest)

2.33

—

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

1.32

4.69

Sortino ratio, backtest period (backtest)

4.77

—

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

2.00

—

Standard deviation, backtest period (backtest)

14.83%

—

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

12.34%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.90

—

Construction

Logic complexity (node count)

118

—

Rebalance corridor width

2.00%

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