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Manhattan Project Semiconductor Swing Trader 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 rebalanced, leveraged etfs, macro/rates filter, semiconductors, tactical, tech momentum, volatility hedge

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)

0.35

—

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

0.86

—

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

0.19

—

Trading activity

Annualized turnover, backtest period (backtest)

91.16

—

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

91.03

—

Daily win rate, backtest period (backtest)

54.97%

—

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

51.76%

—

Backtest

Backtest final value (from $10,000)

$1744.5B

—

Backtest regulatory fees

$8.3B

—

Backtest slippage cost

$13.9B

—

Returns

Backtest length

3,762

—

Out-of-sample length

993

—

Return, backtest period (annualized) (backtest)

256.39%

—

Return, backtest period (cumulative) (backtest)

17445103k%

—

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

35.64%

67.14%

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

232.80%

4.80%

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

-1.34%

—

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

0.08%

4.80%

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

9.12%

—

Return, trailing 1 year (backtest)

-31.52%

—

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

-32.79%

0.00%

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

4.87%

—

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

53.55%

0.00%

SPY annualized return over the backtest window (backtest)

15.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.87

—

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

0.53

53.07

Maximum drawdown, backtest period (backtest)

-66.24%

—

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

-66.86%

-1.27%

Sharpe ratio, backtest period (backtest)

2.24

—

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

0.77

4.69

Sortino ratio, backtest period (backtest)

4.28

—

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

1.30

—

Standard deviation, backtest period (backtest)

65.84%

—

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

68.42%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.67

—

Construction

Logic complexity (node count)

859

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

313

—

Watchers

113

—

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