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QQQ/SPY/Semis Voting System with 3x and Inverse ETFs 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/inverse etfs, mean reversion, momentum, qqq/spy/semiconductors, tactical equity rotation, trend-following, volatility targeting

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)

0.12

—

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

3.28

—

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

0.85

—

Trading activity

Annualized turnover, backtest period (backtest)

11.61

—

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

10.11

—

Daily win rate, backtest period (backtest)

56.21%

—

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

59.35%

—

Backtest

Backtest final value (from $10,000)

$1.8M

—

Backtest regulatory fees

$1,311

—

Backtest slippage cost

$9,909

—

Returns

Backtest length

3,521

—

Out-of-sample length

337

—

Return, backtest period (annualized) (backtest)

44.91%

—

Return, backtest period (cumulative) (backtest)

18k%

—

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

104.92%

67.14%

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

161.77%

4.80%

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

0.28%

—

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

6.63%

4.80%

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

-2.65%

—

Return, trailing 1 year (backtest)

71.62%

—

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

71.62%

0.00%

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

-0.55%

—

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

-2.51%

0.00%

SPY annualized return over the backtest window (backtest)

14.67%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.99

—

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

3.62

53.07

Maximum drawdown, backtest period (backtest)

-45.43%

—

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

-28.96%

-1.27%

Sharpe ratio, backtest period (backtest)

1.19

—

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

1.78

4.69

Sortino ratio, backtest period (backtest)

1.69

—

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

2.60

—

Standard deviation, backtest period (backtest)

36.86%

—

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

46.45%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.18

—

Construction

Logic complexity (node count)

1,413

—

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