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Tim and Elon Adventure Apple/Tesla Bull-Bear Rotation 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/t-bills, leveraged/inverse & single-stock etfs (aapl/tsla), mean-reversion + momentum, rsi-based, tactical market-timing, tech-heavy

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)

0.20

—

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

1.76

—

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

0.45

—

Trading activity

Annualized turnover, backtest period (backtest)

61.17

—

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

60.84

—

Daily win rate, backtest period (backtest)

55.34%

—

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

54.05%

—

Backtest

Backtest final value (from $10,000)

$190k

—

Backtest regulatory fees

$726

—

Backtest slippage cost

$5,090

—

Returns

Backtest length

983

—

Out-of-sample length

766

—

Return, backtest period (annualized) (backtest)

112.50%

—

Return, backtest period (cumulative) (backtest)

1798%

—

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

49.09%

67.14%

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

237.24%

4.80%

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

0.49%

—

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

-1.68%

4.80%

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

0.23%

—

Return, trailing 1 year (backtest)

33.70%

—

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

33.70%

0.00%

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

-5.50%

—

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

14.75%

0.00%

SPY annualized return over the backtest window (backtest)

21.78%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.29

—

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

1.43

53.07

Maximum drawdown, backtest period (backtest)

-34.23%

—

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

-34.23%

-1.27%

Sharpe ratio, backtest period (backtest)

1.58

—

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

0.96

4.69

Sortino ratio, backtest period (backtest)

2.65

—

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

1.58

—

Standard deviation, backtest period (backtest)

58.06%

—

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

59.05%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.85

—

Construction

Logic complexity (node count)

631

—

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