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LAB Rat Biotech and Tech 3x Long-Short Rotation 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)

biotech/tech focus, daily rebalance, high risk, leveraged etfs, long/short, momentum (rsi), sector rotation, tactical rotation, volatility hedging

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)

0.18

—

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

1.36

—

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

0.28

—

Trading activity

Annualized turnover, backtest period (backtest)

70.32

—

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

70.86

—

Daily win rate, backtest period (backtest)

54.06%

—

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

50.81%

—

Backtest

Backtest final value (from $10,000)

$128.6M

—

Backtest regulatory fees

$435k

—

Backtest slippage cost

$4.2M

—

Returns

Backtest length

1,935

—

Out-of-sample length

620

—

Return, backtest period (annualized) (backtest)

242.66%

—

Return, backtest period (cumulative) (backtest)

1285k%

—

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

22.37%

3.62%

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

63.66%

2.81%

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

-10.80%

—

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

31.29%

0.34%

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

-8.28%

—

Return, trailing 1 year (backtest)

31.80%

—

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

63.26%

86.44%

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

8.42%

—

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

19.16%

0.95%

SPY annualized return over the backtest window (backtest)

16.10%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.97

—

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

0.32

331.36

Maximum drawdown, backtest period (backtest)

-81.73%

—

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

-70.87%

-0.01%

Sharpe ratio, backtest period (backtest)

1.81

—

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

0.65

18.06

Sortino ratio, backtest period (backtest)

2.83

—

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

0.85

—

Standard deviation, backtest period (backtest)

91.28%

—

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

76.35%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.84

—

Construction

Logic complexity (node count)

337

—

Rebalance corridor width

—

9.00%

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