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Semiconductor Trend Basket with Treasury Hedges vs 50/50 Hedged Rotation and TQQQ Dip-Buy

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, risk-on/risk-off, rsi, semiconductors, tactical allocation, treasuries, trend-following, volatility hedging

leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.18

—

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

1.07

—

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

0.43

—

Trading activity

Annualized turnover, backtest period (backtest)

52.59

—

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

46.32

—

Daily win rate, backtest period (backtest)

56.26%

—

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

54.78%

—

Backtest

Backtest final value (from $10,000)

$703.6M

—

Backtest regulatory fees

$1.3M

—

Backtest slippage cost

$12.7M

—

Returns

Backtest length

3,653

—

Out-of-sample length

993

—

Return, backtest period (annualized) (backtest)

115.92%

—

Return, backtest period (cumulative) (backtest)

7036k%

—

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

39.13%

3.62%

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

267.85%

2.81%

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

0.58%

—

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

4.02%

0.34%

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

0.35%

—

Return, trailing 1 year (backtest)

83.32%

—

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

83.28%

86.44%

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

2.70%

—

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

8.53%

0.95%

SPY annualized return over the backtest window (backtest)

14.51%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.76

—

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

1.29

331.36

Maximum drawdown, backtest period (backtest)

-41.94%

—

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

-30.36%

-0.01%

Sharpe ratio, backtest period (backtest)

1.93

—

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

1.05

18.06

Sortino ratio, backtest period (backtest)

3.18

—

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

1.63

—

Standard deviation, backtest period (backtest)

45.21%

—

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

38.35%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.22

—

Construction

Logic complexity (node count)

868

—

Rebalance corridor width

—

9.00%

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