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Combo Breaker: 3x Tech/Semis with Multi-Asset Defense 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, tactical allocation, trend-following, 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)

0.14

—

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

1.26

—

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

0.54

—

Trading activity

Annualized turnover, backtest period (backtest)

42.80

—

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

36.47

—

Daily win rate, backtest period (backtest)

58.74%

—

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

52.76%

—

Backtest

Backtest final value (from $10,000)

$9.5M

—

Backtest regulatory fees

$24k

—

Backtest slippage cost

$189k

—

Returns

Backtest length

1,866

—

Out-of-sample length

633

—

Return, backtest period (annualized) (backtest)

152.40%

—

Return, backtest period (cumulative) (backtest)

95k%

—

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

36.55%

67.14%

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

118.97%

4.80%

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

0.33%

—

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

4.98%

4.80%

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

5.23%

—

Return, trailing 1 year (backtest)

18.78%

—

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

18.78%

0.00%

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

2.44%

—

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

7.22%

0.00%

SPY annualized return over the backtest window (backtest)

16.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.43

—

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

1.54

53.07

Maximum drawdown, backtest period (backtest)

-23.68%

—

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

-23.69%

-1.27%

Sharpe ratio, backtest period (backtest)

2.82

—

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

1.02

4.69

Sortino ratio, backtest period (backtest)

6.12

—

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

2.01

—

Standard deviation, backtest period (backtest)

34.88%

—

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

36.88%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.17

—

Construction

Logic complexity (node count)

5,676

—

Rebalance corridor width

5.00%

1.00%

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