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SOXX Comps Semiconductor 3x Bull/Bear Swing 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)

3x etfs, cash/bonds defense, hedging (vol/dollar/gold), momentum/mean‑reversion, nasdaq-100, semiconductors, tactical allocation

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)

0.17

—

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

2.39

—

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

0.44

—

Trading activity

Annualized turnover, backtest period (backtest)

110.85

—

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

105.39

—

Daily win rate, backtest period (backtest)

54.91%

—

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

54.24%

—

Backtest

Backtest final value (from $10,000)

$1.0B

—

Backtest regulatory fees

$5.2M

—

Backtest slippage cost

$50.1M

—

Returns

Backtest length

3,185

—

Out-of-sample length

743

—

Return, backtest period (annualized) (backtest)

149.21%

—

Return, backtest period (cumulative) (backtest)

10321k%

—

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

47.99%

67.14%

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

218.13%

4.80%

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

-1.94%

—

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

17.81%

4.80%

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

8.13%

—

Return, trailing 1 year (backtest)

51.07%

—

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

51.01%

0.00%

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

0.13%

—

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

-5.61%

0.00%

SPY annualized return over the backtest window (backtest)

14.19%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.57

—

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

0.83

53.07

Maximum drawdown, backtest period (backtest)

-58.16%

—

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

-58.16%

-1.27%

Sharpe ratio, backtest period (backtest)

1.64

—

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

0.87

4.69

Sortino ratio, backtest period (backtest)

2.67

—

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

1.39

—

Standard deviation, backtest period (backtest)

71.07%

—

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

83.78%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.59

—

Construction

Logic complexity (node count)

2,081

—

Rebalance corridor width

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