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Semiconductor 3x Timing with Volatility and Mega-Cap Stocks 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, momentum and mean-reversion, semiconductor/tech focus, tactical timing, 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)

0.23

—

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

2.88

—

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

0.53

—

Trading activity

Annualized turnover, backtest period (backtest)

84.29

—

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

96.94

—

Daily win rate, backtest period (backtest)

54.62%

—

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

54.07%

—

Backtest

Backtest final value (from $10,000)

$615.0M

—

Backtest regulatory fees

$2.5M

—

Backtest slippage cost

$23.8M

—

Returns

Backtest length

3,572

—

Out-of-sample length

823

—

Return, backtest period (annualized) (backtest)

117.65%

—

Return, backtest period (cumulative) (backtest)

6150k%

—

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

61.22%

67.14%

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

376.69%

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)

68.37%

—

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

68.34%

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)

1.75

—

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

1.23

53.07

Maximum drawdown, backtest period (backtest)

-67.21%

—

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

-49.72%

-1.27%

Sharpe ratio, backtest period (backtest)

1.41

—

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

0.98

4.69

Sortino ratio, backtest period (backtest)

2.20

—

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

1.56

—

Standard deviation, backtest period (backtest)

74.99%

—

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

81.54%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.62

—

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