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Firecracker Tech Pop Chaser with Bond and VIX Hedges vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

Every published figureShow 42 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 tactical, leveraged tech/semis, rsi mean‑reversion, stock‑vs‑bond rotation, trend filter, volatility trading

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.50

—

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

2.70

—

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

0.54

—

Trading activity

Annualized turnover, backtest period (backtest)

83.38

—

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

81.38

—

Daily win rate, backtest period (backtest)

59.67%

—

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

55.87%

—

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

562

—

Return, backtest period (annualized) (backtest)

597.14%

—

Return, backtest period (cumulative) (backtest)

344808157k%

—

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

89.20%

261.52%

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

315.61%

6.85%

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

-0.93%

—

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

-9.76%

1.95%

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%

6.14%

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)

1.55

376.45

Maximum drawdown, backtest period (backtest)

-57.34%

—

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

-57.58%

-0.69%

Sharpe ratio, backtest period (backtest)

3.05

—

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

1.17

7.79

Sortino ratio, backtest period (backtest)

5.96

—

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

1.90

—

Standard deviation, backtest period (backtest)

71.99%

—

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

82.06%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.96

—

Construction

Logic complexity (node count)

2,006

—

Rebalance frequency

daily

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