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Semiconductor Thermometer 3x Tech with Hedges and Inverse 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)

bonds/dollar safe-haven, buy-the-dip, leveraged tech/semis, tactical inverse etfs, trend-following, volatility-regime 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)

-0.02

—

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

2.02

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

87.36

—

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

92.35

—

Daily win rate, backtest period (backtest)

57.42%

—

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

53.23%

—

Backtest

Backtest final value (from $10,000)

$13.8B

—

Backtest regulatory fees

$52.8M

—

Backtest slippage cost

$507.6M

—

Returns

Backtest length

2,365

—

Out-of-sample length

990

—

Return, backtest period (annualized) (backtest)

350.67%

—

Return, backtest period (cumulative) (backtest)

137734k%

—

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

23.16%

67.14%

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

126.88%

4.80%

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

-0.56%

—

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

10.00%

4.80%

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

-4.08%

—

Return, trailing 1 year (backtest)

51.43%

—

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

51.36%

0.00%

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

0.66%

—

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

4.21%

0.00%

SPY annualized return over the backtest window (backtest)

15.20%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.80

—

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

0.41

53.07

Maximum drawdown, backtest period (backtest)

-60.43%

—

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

-56.12%

-1.27%

Sharpe ratio, backtest period (backtest)

2.40

—

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

0.63

4.69

Sortino ratio, backtest period (backtest)

4.64

—

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

0.99

—

Standard deviation, backtest period (backtest)

73.38%

—

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

63.34%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.91

—

Construction

Logic complexity (node count)

414

—

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