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Semiconductor 3x Long/Short with TSLA and Bitcoin Sleeves 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)

active trading, leveraged etfs, risk‑on/risk‑off, semiconductors focus, tactical momentum/mean‑reversion, tsla/bitcoin tilt, volatility hedges

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)

0.07

—

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

1.73

—

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

0.50

—

Trading activity

Annualized turnover, backtest period (backtest)

70.77

—

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

70.14

—

Daily win rate, backtest period (backtest)

53.87%

—

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

51.78%

—

Backtest

Backtest final value (from $10,000)

$131k

—

Backtest regulatory fees

$642

—

Backtest slippage cost

$4,885

—

Returns

Backtest length

1,112

—

Out-of-sample length

813

—

Return, backtest period (annualized) (backtest)

79.17%

—

Return, backtest period (cumulative) (backtest)

1214%

—

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

31.82%

67.14%

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

144.08%

4.80%

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

-1.78%

—

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

6.43%

4.80%

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

3.28%

—

Return, trailing 1 year (backtest)

29.11%

—

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

29.11%

0.00%

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

-0.05%

—

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

1.00%

0.00%

SPY annualized return over the backtest window (backtest)

16.02%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.36

—

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

0.95

53.07

Maximum drawdown, backtest period (backtest)

-33.60%

—

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

-33.60%

-1.27%

Sharpe ratio, backtest period (backtest)

1.38

—

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

0.78

4.69

Sortino ratio, backtest period (backtest)

2.37

—

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

1.32

—

Standard deviation, backtest period (backtest)

51.62%

—

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

52.01%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Construction

Logic complexity (node count)

143

—

Rebalance corridor width

4.20%

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