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TECL For The Long Term Less VIX 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 tech, managed‑futures signal, momentum, risk-on/risk-off, trend filter (200‑day), t‑bills cash, volatility overlay

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)

0.49

—

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

2.72

—

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

0.70

—

Trading activity

Annualized turnover, backtest period (backtest)

42.45

—

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

42.85

—

Daily win rate, backtest period (backtest)

57.85%

—

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

60.69%

—

Backtest

Backtest final value (from $10,000)

$12.2M

—

Backtest regulatory fees

$14k

—

Backtest slippage cost

$129k

—

Returns

Backtest length

1,459

—

Out-of-sample length

519

—

Return, backtest period (annualized) (backtest)

241.17%

—

Return, backtest period (cumulative) (backtest)

122k%

—

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

120.10%

67.14%

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

409.33%

4.80%

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

0.02%

—

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

4.06%

4.80%

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

-3.08%

—

Return, trailing 1 year (backtest)

73.88%

—

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

73.88%

0.00%

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

1.80%

—

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

28.92%

0.00%

SPY annualized return over the backtest window (backtest)

15.29%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.69

—

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

3.33

53.07

Maximum drawdown, backtest period (backtest)

-36.05%

—

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

-36.05%

-1.27%

Sharpe ratio, backtest period (backtest)

2.32

—

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

1.56

4.69

Sortino ratio, backtest period (backtest)

3.99

—

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

2.49

—

Standard deviation, backtest period (backtest)

60.72%

—

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

63.55%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.99

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

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