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Fund Surfing with KL/DN Semiconductor Swing 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)

hedging, leveraged etfs, mean reversion, momentum, semiconductors, swing trading, tactical allocation, trend-following, volatility regime

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)

-0.09

—

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

2.56

—

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

0.73

—

Trading activity

Annualized turnover, backtest period (backtest)

79.58

—

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

77.57

—

Daily win rate, backtest period (backtest)

57.57%

—

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

53.17%

—

Backtest

Backtest final value (from $10,000)

$1.0B

—

Backtest regulatory fees

$5.0M

—

Backtest slippage cost

$47.8M

—

Returns

Backtest length

2,491

—

Out-of-sample length

978

—

Return, backtest period (annualized) (backtest)

221.73%

—

Return, backtest period (cumulative) (backtest)

10436k%

—

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

32.37%

67.14%

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

197.27%

4.80%

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

-1.96%

—

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

-2.40%

4.80%

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

-5.15%

—

Return, trailing 1 year (backtest)

-7.18%

—

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

-7.20%

0.00%

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

-4.23%

—

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

-12.54%

0.00%

SPY annualized return over the backtest window (backtest)

15.66%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.53

—

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

0.66

53.07

Maximum drawdown, backtest period (backtest)

-48.93%

—

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

-48.93%

-1.27%

Sharpe ratio, backtest period (backtest)

2.44

—

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

0.80

4.69

Sortino ratio, backtest period (backtest)

4.28

—

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

1.16

—

Standard deviation, backtest period (backtest)

53.73%

—

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

52.95%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.41

—

Construction

Logic complexity (node count)

497

—

Rebalance corridor width

5.00%

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

122

—

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