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Super Semiconductors Chip Stock Rotation with MACD 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)

bonds/defensive hedges, buy the dip, leveraged etfs, momentum, risk-on/off filter, semiconductors, tactical trend-following

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)

0.30

—

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

2.30

—

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

0.60

—

Trading activity

Annualized turnover, backtest period (backtest)

60.06

—

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

63.02

—

Daily win rate, backtest period (backtest)

54.84%

—

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

55.22%

—

Backtest

Backtest final value (from $10,000)

$496.9M

—

Backtest regulatory fees

$717k

—

Backtest slippage cost

$6.9M

—

Returns

Backtest length

3,696

—

Out-of-sample length

804

—

Return, backtest period (annualized) (backtest)

108.98%

—

Return, backtest period (cumulative) (backtest)

4969k%

—

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

80.00%

67.14%

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

553.81%

4.80%

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

-0.77%

—

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

6.81%

4.80%

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

-2.50%

—

Return, trailing 1 year (backtest)

302.48%

—

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

302.43%

0.00%

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

-1.29%

—

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

11.15%

0.00%

SPY annualized return over the backtest window (backtest)

14.85%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.57

—

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

1.89

53.07

Maximum drawdown, backtest period (backtest)

-42.43%

—

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

-42.43%

-1.27%

Sharpe ratio, backtest period (backtest)

1.76

—

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

1.29

4.69

Sortino ratio, backtest period (backtest)

3.18

—

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

2.31

—

Standard deviation, backtest period (backtest)

48.40%

—

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

57.62%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.66

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

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