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Nasdy Semiconductor Hot/Cold Long/Short Machine 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, mean-reversion, momentum, rules-based, sector rotation, semiconductors, tactical, 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)

0.19

—

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

2.51

—

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

0.44

—

Trading activity

Annualized turnover, backtest period (backtest)

99.91

—

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

92.99

—

Daily win rate, backtest period (backtest)

54.06%

—

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

52.85%

—

Backtest

Backtest final value (from $10,000)

$328.3M

—

Backtest regulatory fees

$1.4M

—

Backtest slippage cost

$13.6M

—

Returns

Backtest length

3,572

—

Out-of-sample length

806

—

Return, backtest period (annualized) (backtest)

108.22%

—

Return, backtest period (cumulative) (backtest)

3283k%

—

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

37.17%

67.14%

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

175.16%

4.80%

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

-1.94%

—

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

27.21%

4.80%

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

9.29%

—

Return, trailing 1 year (backtest)

88.25%

—

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

88.21%

0.00%

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

3.65%

—

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

3.25%

0.00%

SPY annualized return over the backtest window (backtest)

15.19%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.61

—

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

0.55

53.07

Maximum drawdown, backtest period (backtest)

-67.16%

—

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

-67.16%

-1.27%

Sharpe ratio, backtest period (backtest)

1.40

—

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

0.78

4.69

Sortino ratio, backtest period (backtest)

2.25

—

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

1.25

—

Standard deviation, backtest period (backtest)

69.35%

—

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

85.98%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.65

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

6.90%

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