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War and Peace Top-2 of TQQQ, DFEN and UGL 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, defense/aerospace, gold, leveraged etfs, momentum, rsi ranking, tactical rotation, tech, trend-following

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)

-0.02

—

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

2.95

—

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

0.71

—

Trading activity

Annualized turnover, backtest period (backtest)

9.92

—

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

12.78

—

Daily win rate, backtest period (backtest)

55.82%

—

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

56.29%

—

Backtest

Backtest final value (from $10,000)

$191k

—

Backtest regulatory fees

$250

—

Backtest slippage cost

$1,384

—

Returns

Backtest length

2,338

—

Out-of-sample length

286

—

Return, backtest period (annualized) (backtest)

37.41%

—

Return, backtest period (cumulative) (backtest)

1810%

—

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

51.92%

67.14%

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

59.41%

4.80%

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

-3.93%

—

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

1.55%

4.80%

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

-6.42%

—

Return, trailing 1 year (backtest)

20.41%

—

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

41.45%

0.00%

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

-7.80%

—

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

-5.07%

0.00%

SPY annualized return over the backtest window (backtest)

15.01%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.82

—

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

1.43

53.07

Maximum drawdown, backtest period (backtest)

-45.71%

—

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

-36.34%

-1.27%

Sharpe ratio, backtest period (backtest)

0.95

—

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

1.07

4.69

Sortino ratio, backtest period (backtest)

1.35

—

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

1.33

—

Standard deviation, backtest period (backtest)

43.24%

—

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

51.87%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.50

—

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