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Simple Pop Rocks: 3x Tech/Semis, VIX Trades and T-Bills vs Better Than a CD: Tech Trend with T-Bill Defense

Every published figureShow 42 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, mean reversion, risk management, tactical rotation, trend following, volatility trading

bonds/gold, inverse/short, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, trend-following, volatility hedged

Asset classes / instruments

equities

Market-relative

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

0.04

—

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

2.49

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

53.76

—

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

53.68

—

Daily win rate, backtest period (backtest)

60.90%

—

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

61.03%

—

Backtest

Backtest final value (from $10,000)

$255k

—

Backtest regulatory fees

$618

—

Backtest slippage cost

$4,766

—

Returns

Backtest length

1,128

—

Out-of-sample length

562

—

Return, backtest period (annualized) (backtest)

106.03%

—

Return, backtest period (cumulative) (backtest)

2449%

—

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

40.76%

4.85%

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

114.63%

4.53%

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

0.22%

—

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

7.81%

0.38%

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

0.05%

—

Return, trailing 1 year (backtest)

110.45%

—

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

110.45%

6.30%

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

1.44%

—

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

19.70%

1.75%

SPY annualized return over the backtest window (backtest)

15.13%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.99

—

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

0.76

9.16

Maximum drawdown, backtest period (backtest)

-53.31%

—

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

-53.31%

-0.53%

Sharpe ratio, backtest period (backtest)

1.89

—

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

0.91

3.47

Sortino ratio, backtest period (backtest)

3.30

—

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

1.47

—

Standard deviation, backtest period (backtest)

42.98%

—

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

51.96%

1.37%

Quality

Community review status

ACTIVE

—

Holdings

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

0.43

—

Construction

Logic complexity (node count)

286

—

Rebalance frequency

daily

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