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Semiconductor 3x Rotation with Volatility Hedge 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 tactical rotation, high risk, leveraged etfs (3x), macro regime filters, momentum+mean‑reversion, semiconductors/tech focus, volatility hedging

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)

0.72

—

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

-0.05

—

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

-0.01

—

Trading activity

Annualized turnover, backtest period (backtest)

107.79

—

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

99.19

—

Daily win rate, backtest period (backtest)

55.32%

—

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

50.96%

—

Backtest

Backtest final value (from $10,000)

$34.3B

—

Backtest regulatory fees

$213.6M

—

Backtest slippage cost

$2.1B

—

Returns

Backtest length

1,728

—

Out-of-sample length

991

—

Return, backtest period (annualized) (backtest)

796.40%

—

Return, backtest period (cumulative) (backtest)

342937k%

—

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

45.93%

67.14%

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

342.77%

4.80%

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

-1.68%

—

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

-1.60%

4.80%

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

11.79%

—

Return, trailing 1 year (backtest)

-13.74%

—

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

-13.77%

0.00%

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

5.90%

—

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

61.78%

0.00%

SPY annualized return over the backtest window (backtest)

16.03%

—

Risk metrics

Calmar ratio, backtest period (backtest)

10.25

—

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

0.59

53.07

Maximum drawdown, backtest period (backtest)

-77.73%

—

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

-77.73%

-1.27%

Sharpe ratio, backtest period (backtest)

2.77

—

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

0.85

4.69

Sortino ratio, backtest period (backtest)

5.48

—

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

1.42

—

Standard deviation, backtest period (backtest)

94.58%

—

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

83.79%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.92

—

Construction

Logic complexity (node count)

400

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

147

—

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