Side-by-side comparison

Compare investment strategies

Weekly Mega-Cap Breadth with Direxion 1.5x ETFs 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)

equal-weight vs cap-weight, leveraged etfs, mega-cap tech, momentum, nasdaq-100, relative strength, weekly rebalance

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)

2.70

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

11.77

—

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

12.62

—

Daily win rate, backtest period (backtest)

53.18%

—

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

52.65%

—

Backtest

Backtest final value (from $10,000)

$34k

—

Backtest regulatory fees

$20

—

Backtest slippage cost

$148

—

Returns

Backtest length

771

—

Out-of-sample length

699

—

Return, backtest period (annualized) (backtest)

49.13%

—

Return, backtest period (cumulative) (backtest)

240.18%

—

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

46.23%

67.14%

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

187.38%

4.80%

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

-0.83%

—

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

17.68%

4.80%

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

-2.88%

—

Return, trailing 1 year (backtest)

41.39%

—

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

41.39%

0.00%

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

-9.44%

—

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

37.50%

0.00%

SPY annualized return over the backtest window (backtest)

21.47%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.83

—

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

0.78

53.07

Maximum drawdown, backtest period (backtest)

-59.31%

—

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

-59.31%

-1.27%

Sharpe ratio, backtest period (backtest)

0.95

—

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

0.91

4.69

Sortino ratio, backtest period (backtest)

1.58

—

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

1.52

—

Standard deviation, backtest period (backtest)

60.80%

—

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

62.54%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

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