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SOXX RSI Machine Semiconductor Fade and Dip Buy 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, long/short, multi-asset rotation, risk management, semiconductor focus, short-term, tactical momentum

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)

0.24

—

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

2.39

—

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

0.46

—

Trading activity

Annualized turnover, backtest period (backtest)

86.85

—

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

89.10

—

Daily win rate, backtest period (backtest)

53.99%

—

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

52.88%

—

Backtest

Backtest final value (from $10,000)

$88.9M

—

Backtest regulatory fees

$353k

—

Backtest slippage cost

$3.3M

—

Returns

Backtest length

3,206

—

Out-of-sample length

832

—

Return, backtest period (annualized) (backtest)

104.31%

—

Return, backtest period (cumulative) (backtest)

889k%

—

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

51.34%

67.14%

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

293.45%

4.80%

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

-1.94%

—

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

22.00%

4.80%

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

7.80%

—

Return, trailing 1 year (backtest)

76.87%

—

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

76.79%

0.00%

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

2.92%

—

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

-0.99%

0.00%

SPY annualized return over the backtest window (backtest)

13.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.92

—

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

0.94

53.07

Maximum drawdown, backtest period (backtest)

-54.35%

—

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

-54.35%

-1.27%

Sharpe ratio, backtest period (backtest)

1.38

—

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

0.91

4.69

Sortino ratio, backtest period (backtest)

2.23

—

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

1.47

—

Standard deviation, backtest period (backtest)

68.45%

—

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

78.32%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.58

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

6.90%

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