Side-by-side comparison

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Semiconductor Trend SOXX with SOXL Boost and SHV Defense 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, risk management, sector rotation, semiconductors, tactical allocation, trend following

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)

0.14

—

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

1.72

—

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

0.63

—

Trading activity

Annualized turnover, backtest period (backtest)

11.84

—

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

10.10

—

Daily win rate, backtest period (backtest)

53.63%

—

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

55.61%

—

Backtest

Backtest final value (from $10,000)

$498k

—

Backtest regulatory fees

$303

—

Backtest slippage cost

$2,417

—

Returns

Backtest length

4,171

—

Out-of-sample length

865

—

Return, backtest period (annualized) (backtest)

26.62%

—

Return, backtest period (cumulative) (backtest)

4877%

—

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

51.18%

67.14%

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

313.82%

4.80%

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

-0.83%

—

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

3.09%

4.80%

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

-6.19%

—

Return, trailing 1 year (backtest)

102.41%

—

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

102.41%

0.00%

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

-2.95%

—

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

-7.36%

0.00%

SPY annualized return over the backtest window (backtest)

14.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.69

—

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

1.32

53.07

Maximum drawdown, backtest period (backtest)

-38.72%

—

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

-38.72%

-1.27%

Sharpe ratio, backtest period (backtest)

0.97

—

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

1.22

4.69

Sortino ratio, backtest period (backtest)

1.43

—

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

1.83

—

Standard deviation, backtest period (backtest)

28.72%

—

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

40.80%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.75

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

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