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WAMmer Time: 3x Longs and Hedges on Bond Signals 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 rebalance, hedging, leveraged etfs, momentum + mean-reversion, risk-on/risk-off, tactical rotation, trend/volatility filters

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)

0.08

—

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

1.97

—

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

0.48

—

Trading activity

Annualized turnover, backtest period (backtest)

81.58

—

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

58.04

—

Daily win rate, backtest period (backtest)

53.51%

—

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

49.36%

—

Backtest

Backtest final value (from $10,000)

$901k

—

Backtest regulatory fees

$3,092

—

Backtest slippage cost

$23k

—

Returns

Backtest length

1,110

—

Out-of-sample length

699

—

Return, backtest period (annualized) (backtest)

177.54%

—

Return, backtest period (cumulative) (backtest)

8906%

—

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

33.95%

67.14%

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

125.24%

4.80%

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

-0.43%

—

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

9.07%

4.80%

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

-0.15%

—

Return, trailing 1 year (backtest)

28.07%

—

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

28.07%

0.00%

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

-0.63%

—

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

27.92%

0.00%

SPY annualized return over the backtest window (backtest)

17.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.73

—

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

0.90

53.07

Maximum drawdown, backtest period (backtest)

-37.56%

—

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

-37.56%

-1.27%

Sharpe ratio, backtest period (backtest)

1.97

—

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

0.76

4.69

Sortino ratio, backtest period (backtest)

3.60

—

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

1.32

—

Standard deviation, backtest period (backtest)

60.78%

—

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

63.01%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.96

—

Construction

Logic complexity (node count)

395

—

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