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BB 3x Tech/Semis Rotation, UVXY, Rate Signals 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)

high risk, high turnover, leveraged etfs, macro rates regime, momentum/mean‑reversion, tech/semiconductors, volatility hedging

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)

0.59

—

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

1.65

—

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

0.28

—

Trading activity

Annualized turnover, backtest period (backtest)

107.32

—

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

112.06

—

Daily win rate, backtest period (backtest)

55.75%

—

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

56.34%

—

Backtest

Backtest final value (from $10,000)

$1393905.0B

—

Backtest regulatory fees

$22.1B

—

Backtest slippage cost

$14.5B

—

Returns

Backtest length

3,503

—

Out-of-sample length

868

—

Return, backtest period (annualized) (backtest)

533.09%

—

Return, backtest period (cumulative) (backtest)

13939049674k%

—

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

81.43%

67.14%

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

680.05%

4.80%

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

-1.68%

—

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

6.59%

4.80%

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

-1.66%

—

Return, trailing 1 year (backtest)

28.54%

—

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

24.81%

0.00%

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

-1.58%

—

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

61.60%

0.00%

SPY annualized return over the backtest window (backtest)

15.01%

—

Risk metrics

Calmar ratio, backtest period (backtest)

8.12

—

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

1.24

53.07

Maximum drawdown, backtest period (backtest)

-65.67%

—

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

-65.88%

-1.27%

Sharpe ratio, backtest period (backtest)

2.74

—

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

1.10

4.69

Sortino ratio, backtest period (backtest)

5.39

—

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

1.86

—

Standard deviation, backtest period (backtest)

77.88%

—

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

85.82%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

2,164

—

Rebalance corridor width

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

213

—

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