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Weekly S&P RSI: Inverse, 4x Long, Top Stocks vs Domestic Leveraged Sector Trend Rotation

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Inverse / short exposure

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Leverage use

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Number of holdings

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Rebalance schedule

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Trading signal: Momentum

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Trading signal: RSI overbought / oversold

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Weighting scheme

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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)

inverse-vol weighting, leveraged s&p 500, momentum rotation, rsi signal, weekly tactical

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)

-0.19

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

2.76

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

0.88

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Trading activity

Annualized turnover, backtest period (backtest)

22.82

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

21.62

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Daily win rate, backtest period (backtest)

53.96%

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

52.84%

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Backtest

Backtest final value (from $10,000)

$36k

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Backtest regulatory fees

$36

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Backtest slippage cost

$297

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Returns

Backtest length

719

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Out-of-sample length

458

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Return, backtest period (annualized) (backtest)

57.25%

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Return, backtest period (cumulative) (backtest)

264.48%

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

17.81%

67.14%

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

34.26%

4.80%

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

-2.54%

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

9.78%

4.80%

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

-1.81%

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Return, trailing 1 year (backtest)

42.78%

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

48.14%

0.00%

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

-2.25%

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

15.62%

0.00%

SPY annualized return over the backtest window (backtest)

21.41%

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Risk metrics

Calmar ratio, backtest period (backtest)

0.98

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

0.30

53.07

Maximum drawdown, backtest period (backtest)

-58.68%

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

-58.69%

-1.27%

Sharpe ratio, backtest period (backtest)

1.20

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

0.57

4.69

Sortino ratio, backtest period (backtest)

1.85

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

0.81

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Standard deviation, backtest period (backtest)

46.55%

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

53.19%

11.60%

Quality

Community review status

ACTIVE

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Holdings

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

0.30

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Construction

Logic complexity (node count)

—

Rebalance corridor width

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1.00%

Rebalance frequency

weekly

none

Popularity

Remixes (copies)

—

Watchers

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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