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BB-XM: Semis Strength, Volatility Hedge, 3x Trend 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)

leveraged etfs, market timing, mean reversion, momentum, semiconductors, tactical allocation, trend following, volatility trading

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)

0.11

—

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

2.34

—

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

0.41

—

Trading activity

Annualized turnover, backtest period (backtest)

102.62

—

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

134.63

—

Daily win rate, backtest period (backtest)

53.32%

—

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

52.93%

—

Backtest

Backtest final value (from $10,000)

$101.6M

—

Backtest regulatory fees

$1.1M

—

Backtest slippage cost

$10.1M

—

Returns

Backtest length

3,762

—

Out-of-sample length

818

—

Return, backtest period (annualized) (backtest)

85.49%

—

Return, backtest period (cumulative) (backtest)

1016k%

—

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

24.98%

67.14%

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

106.43%

4.80%

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

-1.94%

—

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

11.91%

4.80%

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

3.32%

—

Return, trailing 1 year (backtest)

2.99%

—

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

2.94%

0.00%

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

-2.93%

—

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

-21.53%

0.00%

SPY annualized return over the backtest window (backtest)

15.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.02

—

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

0.39

53.07

Maximum drawdown, backtest period (backtest)

-83.67%

—

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

-63.36%

-1.27%

Sharpe ratio, backtest period (backtest)

1.17

—

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

0.68

4.69

Sortino ratio, backtest period (backtest)

1.81

—

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

1.05

—

Standard deviation, backtest period (backtest)

79.73%

—

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

85.85%

11.60%

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%

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

652

—

Watchers

245

—

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