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Mega-Cap Tech Leveraged Long/Short: AAPL, TSLA, NVDA 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)

leveraged etfs, long/short, mean reversion, mega-cap tech, momentum, risk-on/risk-off, tactical allocation, volatility

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)

-0.00

—

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

2.09

—

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

0.51

—

Trading activity

Annualized turnover, backtest period (backtest)

73.31

—

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

71.58

—

Daily win rate, backtest period (backtest)

53.34%

—

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

51.12%

—

Backtest

Backtest final value (from $10,000)

$56k

—

Backtest regulatory fees

$249

—

Backtest slippage cost

$1,614

—

Returns

Backtest length

868

—

Out-of-sample length

759

—

Return, backtest period (annualized) (backtest)

65.12%

—

Return, backtest period (cumulative) (backtest)

463.69%

—

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

30.59%

67.14%

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

123.64%

4.80%

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

1.04%

—

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

6.46%

4.80%

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

-0.61%

—

Return, trailing 1 year (backtest)

53.97%

—

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

53.98%

0.00%

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

3.21%

—

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

56.12%

0.00%

SPY annualized return over the backtest window (backtest)

22.31%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.14

—

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

0.54

53.07

Maximum drawdown, backtest period (backtest)

-57.11%

—

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

-57.11%

-1.27%

Sharpe ratio, backtest period (backtest)

1.13

—

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

0.74

4.69

Sortino ratio, backtest period (backtest)

1.69

—

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

1.09

—

Standard deviation, backtest period (backtest)

60.65%

—

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

62.87%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.58

—

Construction

Logic complexity (node count)

1,172

—

Rebalance corridor width

10.00%

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