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SOXX SOXL/SOXS Semiconductor Swing with Bond Signals 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, macro overlay, mean-reversion, momentum, risk management, semiconductors, tactical

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)

0.06

—

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

2.41

—

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

0.43

—

Trading activity

Annualized turnover, backtest period (backtest)

81.20

—

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

80.00

—

Daily win rate, backtest period (backtest)

53.96%

—

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

54.18%

—

Backtest

Backtest final value (from $10,000)

$57.1M

—

Backtest regulatory fees

$241k

—

Backtest slippage cost

$2.2M

—

Returns

Backtest length

3,206

—

Out-of-sample length

753

—

Return, backtest period (annualized) (backtest)

97.33%

—

Return, backtest period (cumulative) (backtest)

571k%

—

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

26.75%

67.14%

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

103.25%

4.80%

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

-1.94%

—

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

23.96%

4.80%

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

8.57%

—

Return, trailing 1 year (backtest)

112.21%

—

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

112.12%

0.00%

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

3.67%

—

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)

1.46

—

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

0.40

53.07

Maximum drawdown, backtest period (backtest)

-66.51%

—

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

-66.51%

-1.27%

Sharpe ratio, backtest period (backtest)

1.31

—

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

0.69

4.69

Sortino ratio, backtest period (backtest)

2.11

—

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

1.11

—

Standard deviation, backtest period (backtest)

70.66%

—

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

86.26%

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)

206

—

Rebalance corridor width

—

1.00%

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