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SOXL 3x Semiconductor Buy and Hold vs 50/50 Hedged Rotation and TQQQ Dip-Buy

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)

buy & hold, concentrated risk, daily-reset, leveraged etf (3x), long-only, semiconductors, single-asset

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)

0.62

—

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

5.89

—

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

0.77

—

Trading activity

Annualized turnover, backtest period (backtest)

0.00

—

Daily win rate, backtest period (backtest)

53.82%

—

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

56.81%

—

Backtest

Backtest final value (from $10,000)

$2.3M

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

4,171

—

Out-of-sample length

477

—

Return, backtest period (annualized) (backtest)

38.94%

—

Return, backtest period (cumulative) (backtest)

23k%

—

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

119.87%

3.62%

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

345.70%

2.81%

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

-1.94%

—

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

11.11%

0.34%

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

-14.63%

—

Return, trailing 1 year (backtest)

231.09%

—

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

231.09%

86.44%

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

-7.72%

—

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

-27.33%

0.95%

SPY annualized return over the backtest window (backtest)

14.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.43

—

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

1.57

331.36

Maximum drawdown, backtest period (backtest)

-90.46%

—

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

-76.46%

-0.01%

Sharpe ratio, backtest period (backtest)

0.82

—

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

1.26

18.06

Sortino ratio, backtest period (backtest)

1.19

—

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

1.86

—

Standard deviation, backtest period (backtest)

91.68%

—

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

126.91%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

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