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Market Assassin: Bond-Confirmed 3x Tech/Semis Long/Short 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)

bond overlay, k‑1 free, leveraged etfs, risk-on/off, semiconductors, short-term, tactical allocation, tech/nasdaq, trend + mean‑reversion

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)

0.10

—

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

1.71

—

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

0.44

—

Trading activity

Annualized turnover, backtest period (backtest)

98.01

—

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

98.26

—

Daily win rate, backtest period (backtest)

56.75%

—

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

53.19%

—

Backtest

Backtest final value (from $10,000)

$658.7M

—

Backtest regulatory fees

$3.4M

—

Backtest slippage cost

$32.5M

—

Returns

Backtest length

1,734

—

Out-of-sample length

799

—

Return, backtest period (annualized) (backtest)

401.06%

—

Return, backtest period (cumulative) (backtest)

6587k%

—

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

31.76%

67.14%

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

140.01%

4.80%

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

0.82%

—

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

14.23%

4.80%

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

0.88%

—

Return, trailing 1 year (backtest)

10.34%

—

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

10.28%

0.00%

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

2.17%

—

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

29.69%

0.00%

SPY annualized return over the backtest window (backtest)

16.03%

—

Risk metrics

Calmar ratio, backtest period (backtest)

9.60

—

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

0.76

53.07

Maximum drawdown, backtest period (backtest)

-41.77%

—

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

-41.77%

-1.27%

Sharpe ratio, backtest period (backtest)

2.70

—

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

0.74

4.69

Sortino ratio, backtest period (backtest)

5.16

—

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

1.29

—

Standard deviation, backtest period (backtest)

67.90%

—

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

58.68%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.43

—

Construction

Logic complexity (node count)

333

—

Rebalance corridor width

5.00%

1.00%

Rebalance frequency

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