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NVDA/AAPL/MSFT/NFLX/XOM Top Two with SOXS and SPXU Hedges 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 inverse etfs, mega-cap tech, momentum and mean reversion, semiconductors, tactical rotation, volatility filter

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)

0.16

—

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

1.08

—

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

0.43

—

Trading activity

Annualized turnover, backtest period (backtest)

51.80

—

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

54.20

—

Daily win rate, backtest period (backtest)

55.53%

—

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

55.57%

—

Backtest

Backtest final value (from $10,000)

$80.6M

—

Backtest regulatory fees

$314k

—

Backtest slippage cost

$3.0M

—

Returns

Backtest length

3,924

—

Out-of-sample length

709

—

Return, backtest period (annualized) (backtest)

78.15%

—

Return, backtest period (cumulative) (backtest)

805k%

—

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

36.06%

67.14%

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

138.09%

4.80%

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

1.32%

—

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

0.53%

4.80%

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

1.05%

—

Return, trailing 1 year (backtest)

-29.58%

—

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

-29.59%

0.00%

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

0.55%

—

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

-0.43%

0.00%

SPY annualized return over the backtest window (backtest)

13.99%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.80

—

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

0.83

53.07

Maximum drawdown, backtest period (backtest)

-43.37%

—

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

-43.37%

-1.27%

Sharpe ratio, backtest period (backtest)

1.69

—

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

0.99

4.69

Sortino ratio, backtest period (backtest)

3.01

—

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

1.43

—

Standard deviation, backtest period (backtest)

38.47%

—

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

38.83%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.55

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

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