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Weekly Big-Tech Trend with Short-Bond and VIX Defense 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)

bonds, inverse etfs, leveraged etfs, mean reversion, multi-asset, tactical allocation, trend-following, volatility hedge

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)

0.10

—

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

0.85

—

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

0.73

—

Trading activity

Annualized turnover, backtest period (backtest)

15.60

—

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

18.38

—

Daily win rate, backtest period (backtest)

56.82%

—

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

59.95%

—

Backtest

Backtest final value (from $10,000)

$36k

—

Backtest regulatory fees

$69

—

Backtest slippage cost

$503

—

Returns

Backtest length

2,082

—

Out-of-sample length

367

—

Return, backtest period (annualized) (backtest)

16.75%

—

Return, backtest period (cumulative) (backtest)

259.60%

—

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

35.52%

67.14%

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

54.75%

4.80%

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

-1.19%

—

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

-0.70%

4.80%

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

-1.76%

—

Return, trailing 1 year (backtest)

29.78%

—

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

32.97%

0.00%

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

-3.74%

—

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

2.87%

0.00%

SPY annualized return over the backtest window (backtest)

14.90%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.70

—

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

3.48

53.07

Maximum drawdown, backtest period (backtest)

-23.76%

—

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

-10.20%

-1.27%

Sharpe ratio, backtest period (backtest)

1.10

—

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

2.19

4.69

Sortino ratio, backtest period (backtest)

1.60

—

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

3.08

—

Standard deviation, backtest period (backtest)

15.14%

—

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

14.36%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.49

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

weekly

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