Side-by-side comparison

Compare investment strategies

3x Nasdaq/Tech/Semis Trend with Short and VIX Switches 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: Bonds / Treasuries

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Hedge / defensive overlay: Inverse / short exposure

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Hedge / defensive overlay: Volatility products (VIX)

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Leverage use

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Trading signal

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Trading signal: Trend (moving averages)

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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)

buy-the-dip, leveraged etfs, risk-on/risk-off, short/hedge capable, tactical allocation, tech/semis focus, 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)

0.21

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

2.92

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

0.57

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Trading activity

Annualized turnover, backtest period (backtest)

40.87

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

32.68

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Daily win rate, backtest period (backtest)

56.39%

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

56.08%

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Backtest

Backtest final value (from $10,000)

$32.2B

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Backtest regulatory fees

$31.6M

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Backtest slippage cost

$305.4M

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Returns

Backtest length

3,735

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Out-of-sample length

576

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Return, backtest period (annualized) (backtest)

174.77%

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Return, backtest period (cumulative) (backtest)

322056k%

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

48.46%

67.14%

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

147.12%

4.80%

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

-0.27%

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

12.87%

4.80%

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

-7.41%

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Return, trailing 1 year (backtest)

5.00%

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

4.99%

0.00%

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

-2.83%

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

-9.64%

0.00%

SPY annualized return over the backtest window (backtest)

15.14%

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Risk metrics

Calmar ratio, backtest period (backtest)

2.63

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

0.75

53.07

Maximum drawdown, backtest period (backtest)

-66.54%

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

-64.41%

-1.27%

Sharpe ratio, backtest period (backtest)

1.86

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

0.89

4.69

Sortino ratio, backtest period (backtest)

2.99

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

1.30

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Standard deviation, backtest period (backtest)

66.06%

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

83.62%

11.60%

Quality

Community review status

ACTIVE

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Holdings

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

0.65

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Construction

Logic complexity (node count)

392

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Rebalance corridor width

4.00%

1.00%

Rebalance frequency

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