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Manhattan Project Semis-First: 3x Tech, VIX and Bond Signals 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)

bonds/rates timing, daily rebalancing, leveraged etfs, momentum/mean-reversion, semiconductors, tactical rotation, technology, volatility (vix)

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)

0.34

—

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

0.14

—

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

0.04

—

Trading activity

Annualized turnover, backtest period (backtest)

102.26

—

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

96.59

—

Daily win rate, backtest period (backtest)

51.67%

—

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

49.35%

—

Backtest

Backtest final value (from $10,000)

$509k

—

Backtest regulatory fees

$4,505

—

Backtest slippage cost

$36k

—

Returns

Backtest length

1,136

—

Out-of-sample length

993

—

Return, backtest period (annualized) (backtest)

138.88%

—

Return, backtest period (cumulative) (backtest)

4985%

—

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

21.31%

3.62%

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

114.26%

2.81%

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

-1.34%

—

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

0.32%

0.34%

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

7.56%

—

Return, trailing 1 year (backtest)

-26.87%

—

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

-26.88%

6.30%

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

4.36%

—

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

44.25%

0.95%

SPY annualized return over the backtest window (backtest)

13.95%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.21

—

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

0.34

331.36

Maximum drawdown, backtest period (backtest)

-62.94%

—

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

-62.94%

-0.01%

Sharpe ratio, backtest period (backtest)

1.67

—

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

0.60

18.06

Sortino ratio, backtest period (backtest)

3.11

—

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

1.04

—

Standard deviation, backtest period (backtest)

63.60%

—

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

61.12%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.55

—

Construction

Logic complexity (node count)

863

—

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