Side-by-side comparison

Compare investment strategies

Beat the Market SOXX/SOXL/SHY Trend Switch 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, mean reversion, momentum, risk-on/risk-off, sector rotation, semiconductors, tactical allocation, 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)

0.07

—

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

2.36

—

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

0.74

—

Trading activity

Annualized turnover, backtest period (backtest)

4.77

—

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

1.85

—

Daily win rate, backtest period (backtest)

54.23%

—

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

55.14%

—

Backtest

Backtest final value (from $10,000)

$1.1M

—

Backtest regulatory fees

$217

—

Backtest slippage cost

$1,319

—

Returns

Backtest length

4,171

—

Out-of-sample length

954

—

Return, backtest period (annualized) (backtest)

32.69%

—

Return, backtest period (cumulative) (backtest)

11k%

—

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

59.08%

67.14%

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

480.90%

4.80%

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

-0.69%

—

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

5.22%

4.80%

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

-5.01%

—

Return, trailing 1 year (backtest)

93.39%

—

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

93.39%

0.00%

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

-2.32%

—

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

-3.77%

0.00%

SPY annualized return over the backtest window (backtest)

14.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.68

—

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

1.23

53.07

Maximum drawdown, backtest period (backtest)

-48.15%

—

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

-48.15%

-1.27%

Sharpe ratio, backtest period (backtest)

1.01

—

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

1.20

4.69

Sortino ratio, backtest period (backtest)

1.62

—

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

2.08

—

Standard deviation, backtest period (backtest)

33.37%

—

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

47.20%

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

—

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