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Winner-Chasing 3x Rotation with Diversifier Havens 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, leveraged etfs, momentum, multi-asset, risk-on/risk-off, systematic, tactical rotation, 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)

0.03

—

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

1.19

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

33.74

—

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

30.82

—

Daily win rate, backtest period (backtest)

58.18%

—

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

53.78%

—

Backtest

Backtest final value (from $10,000)

$229k

—

Backtest regulatory fees

$386

—

Backtest slippage cost

$2,861

—

Returns

Backtest length

1,179

—

Out-of-sample length

357

—

Return, backtest period (annualized) (backtest)

95.13%

—

Return, backtest period (cumulative) (backtest)

2188%

—

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

28.07%

67.14%

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

41.28%

4.80%

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

0.68%

—

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

-4.45%

4.80%

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

-0.98%

—

Return, trailing 1 year (backtest)

36.06%

—

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

34.27%

0.00%

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

-2.11%

—

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

11.65%

0.00%

SPY annualized return over the backtest window (backtest)

13.64%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.37

—

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

1.58

53.07

Maximum drawdown, backtest period (backtest)

-17.71%

—

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

-17.71%

-1.27%

Sharpe ratio, backtest period (backtest)

3.06

—

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

1.09

4.69

Sortino ratio, backtest period (backtest)

5.48

—

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

1.64

—

Standard deviation, backtest period (backtest)

22.74%

—

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

25.92%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.30

—

Construction

Logic complexity (node count)

1,365

—

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