Side-by-side comparison

Compare investment strategies

Firecracker 3x Tech/Semis Dip Buyer with Inverse Flips 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)

daily rebalancing, high risk, leveraged tech etfs, market timing, mean reversion, momentum, 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)

0.16

—

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

2.62

—

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

0.46

—

Trading activity

Annualized turnover, backtest period (backtest)

83.38

—

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

69.10

—

Daily win rate, backtest period (backtest)

59.67%

—

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

55.48%

—

Backtest

Backtest final value (from $10,000)

$34480.8B

—

Backtest regulatory fees

$6.8B

—

Backtest slippage cost

$8.9B

—

Returns

Backtest length

2,849

—

Out-of-sample length

310

—

Return, backtest period (annualized) (backtest)

597.14%

—

Return, backtest period (cumulative) (backtest)

344808157k%

—

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

51.79%

67.14%

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

67.37%

4.80%

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

-0.93%

—

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

-9.76%

4.80%

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

-0.47%

—

Return, trailing 1 year (backtest)

57.28%

—

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

54.77%

0.00%

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

-1.54%

—

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

1.10%

0.00%

SPY annualized return over the backtest window (backtest)

14.10%

—

Risk metrics

Calmar ratio, backtest period (backtest)

10.41

—

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

1.16

53.07

Maximum drawdown, backtest period (backtest)

-57.34%

—

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

-44.49%

-1.27%

Sharpe ratio, backtest period (backtest)

3.05

—

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

0.94

4.69

Sortino ratio, backtest period (backtest)

5.96

—

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

1.43

—

Standard deviation, backtest period (backtest)

71.99%

—

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

70.60%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.97

—

Construction

Logic complexity (node count)

2,006

—

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