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Compare investment strategies

Total Return Long/Short: Tech and Treasury Long/Short 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 etfs, long/short, momentum, multi-asset, risk-on/risk-off, 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)

0.01

—

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

1.58

—

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

0.50

—

Trading activity

Annualized turnover, backtest period (backtest)

125.87

—

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

124.37

—

Daily win rate, backtest period (backtest)

53.69%

—

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

52.39%

—

Backtest

Backtest final value (from $10,000)

$50k

—

Backtest regulatory fees

$384

—

Backtest slippage cost

$2,690

—

Returns

Backtest length

868

—

Out-of-sample length

733

—

Return, backtest period (annualized) (backtest)

59.12%

—

Return, backtest period (cumulative) (backtest)

396.21%

—

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

28.07%

67.14%

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

105.56%

4.80%

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

1.04%

—

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

8.26%

4.80%

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

5.07%

—

Return, trailing 1 year (backtest)

11.40%

—

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

11.38%

0.00%

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

2.33%

—

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

40.35%

0.00%

SPY annualized return over the backtest window (backtest)

22.31%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.55

—

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

0.74

53.07

Maximum drawdown, backtest period (backtest)

-38.09%

—

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

-38.09%

-1.27%

Sharpe ratio, backtest period (backtest)

1.23

—

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

0.75

4.69

Sortino ratio, backtest period (backtest)

1.86

—

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

1.11

—

Standard deviation, backtest period (backtest)

46.51%

—

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

48.79%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.46

—

Construction

Logic complexity (node count)

5,883

—

Rebalance corridor width

5.00%

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