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Compare investment strategies

BB-X Two-Sleeve Semiconductor and Index 3x Rotation vs 50/50 Hedged Rotation and TQQQ Dip-Buy

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)

leveraged etfs, mean reversion, momentum, nasdaq-100, s&p 500, semiconductors, short-term, tactical, volatility

leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.20

—

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

2.30

—

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

0.41

—

Trading activity

Annualized turnover, backtest period (backtest)

119.97

—

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

135.83

—

Daily win rate, backtest period (backtest)

53.54%

—

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

52.82%

—

Backtest

Backtest final value (from $10,000)

$786.7M

—

Backtest regulatory fees

$7.1M

—

Backtest slippage cost

$68.5M

—

Returns

Backtest length

3,762

—

Out-of-sample length

833

—

Return, backtest period (annualized) (backtest)

112.75%

—

Return, backtest period (cumulative) (backtest)

7866k%

—

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

36.24%

3.62%

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

178.27%

2.81%

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

-1.94%

—

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

11.91%

0.34%

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

3.32%

—

Return, trailing 1 year (backtest)

19.50%

—

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

19.44%

86.44%

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

-2.93%

—

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

-21.53%

0.95%

SPY annualized return over the backtest window (backtest)

15.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.65

—

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

0.57

331.36

Maximum drawdown, backtest period (backtest)

-68.26%

—

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

-63.12%

-0.01%

Sharpe ratio, backtest period (backtest)

1.36

—

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

0.78

18.06

Sortino ratio, backtest period (backtest)

2.14

—

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

1.22

—

Standard deviation, backtest period (backtest)

76.83%

—

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

84.63%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

6.90%

9.00%

Rebalance frequency

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