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Leveraged Tech/Semis Swing with VIXM and Inflation Gauge vs Rising Rates Volatility Switch Risk-Parity Mix

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 rebalance, inflation tilt, leveraged & inverse etfs, momentum & mean reversion, tactical allocation, tech/semis focus, volatility filter

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.14

—

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

0.88

—

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

0.32

—

Trading activity

Annualized turnover, backtest period (backtest)

49.54

—

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

52.61

—

Daily win rate, backtest period (backtest)

51.99%

—

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

50.81%

—

Backtest

Backtest final value (from $10,000)

$725k

—

Backtest regulatory fees

$2,358

—

Backtest slippage cost

$19k

—

Returns

Backtest length

1,683

—

Out-of-sample length

677

—

Return, backtest period (annualized) (backtest)

89.83%

—

Return, backtest period (cumulative) (backtest)

7148%

—

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

24.00%

3.62%

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

78.40%

2.81%

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

-0.08%

—

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

-2.73%

0.34%

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

0.21%

—

Return, trailing 1 year (backtest)

76.12%

—

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

76.11%

6.30%

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

-0.57%

—

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

8.21%

0.95%

SPY annualized return over the backtest window (backtest)

15.51%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.21

—

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

0.59

331.36

Maximum drawdown, backtest period (backtest)

-40.66%

—

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

-40.66%

-0.01%

Sharpe ratio, backtest period (backtest)

1.80

—

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

0.72

18.06

Sortino ratio, backtest period (backtest)

2.97

—

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

1.03

—

Standard deviation, backtest period (backtest)

40.21%

—

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

43.04%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.44

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

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