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Delta Demon Semiconductor Trend with Inverse Hedges 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, regime switching, semiconductors, tactical, tech momentum, treasuries, trend/mean‑reversion, us dollar, volatility hedge

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)

0.12

—

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

2.04

—

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

0.47

—

Trading activity

Annualized turnover, backtest period (backtest)

65.80

—

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

62.29

—

Daily win rate, backtest period (backtest)

55.38%

—

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

51.60%

—

Backtest

Backtest final value (from $10,000)

$1.4B

—

Backtest regulatory fees

$3.9M

—

Backtest slippage cost

$37.6M

—

Returns

Backtest length

1,728

—

Out-of-sample length

1,002

—

Return, backtest period (annualized) (backtest)

465.03%

—

Return, backtest period (cumulative) (backtest)

14456k%

—

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

41.36%

3.62%

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

296.54%

2.81%

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

-1.98%

—

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

14.75%

0.34%

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

-4.08%

—

Return, trailing 1 year (backtest)

16.62%

—

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

16.60%

86.44%

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

-3.46%

—

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

26.12%

0.95%

SPY annualized return over the backtest window (backtest)

16.03%

—

Risk metrics

Calmar ratio, backtest period (backtest)

8.83

—

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

0.78

331.36

Maximum drawdown, backtest period (backtest)

-52.69%

—

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

-52.70%

-0.01%

Sharpe ratio, backtest period (backtest)

2.52

—

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

0.84

18.06

Sortino ratio, backtest period (backtest)

4.83

—

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

1.31

—

Standard deviation, backtest period (backtest)

81.37%

—

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

67.35%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.94

—

Construction

Logic complexity (node count)

496

—

Rebalance corridor width

10.00%

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