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Ten-System Multi-Asset ETF Combo with Inverse Hedges 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)

daily rebalanced, leveraged etfs, mean-reversion, multi-asset, tactical allocation, trend-following, volatility hedging

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)

0.18

—

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

0.60

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

41.28

—

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

39.48

—

Daily win rate, backtest period (backtest)

59.83%

—

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

55.64%

—

Backtest

Backtest final value (from $10,000)

$97.0M

—

Backtest regulatory fees

$192k

—

Backtest slippage cost

$1.8M

—

Returns

Backtest length

3,669

—

Out-of-sample length

390

—

Return, backtest period (annualized) (backtest)

87.82%

—

Return, backtest period (cumulative) (backtest)

969k%

—

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

34.25%

67.14%

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

56.83%

4.80%

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

1.38%

—

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

1.31%

4.80%

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

0.30%

—

Return, trailing 1 year (backtest)

28.53%

—

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

35.83%

0.00%

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

1.27%

—

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

6.65%

0.00%

SPY annualized return over the backtest window (backtest)

14.33%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.77

—

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

2.25

53.07

Maximum drawdown, backtest period (backtest)

-15.21%

—

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

-15.21%

-1.27%

Sharpe ratio, backtest period (backtest)

3.20

—

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

1.33

4.69

Sortino ratio, backtest period (backtest)

7.18

—

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

2.49

—

Standard deviation, backtest period (backtest)

20.33%

—

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

24.34%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.18

—

Construction

Logic complexity (node count)

474

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

233

—

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