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Supersonic Starburst: 3x Tech/Semis, Inverse, KMLM 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/rates regime, leveraged etfs, mean reversion, tactical rotation, trend following, volatility hedging

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)

0.45

—

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

0.85

—

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

0.24

—

Trading activity

Annualized turnover, backtest period (backtest)

85.46

—

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

87.16

—

Daily win rate, backtest period (backtest)

54.00%

—

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

51.63%

—

Backtest

Backtest final value (from $10,000)

$91k

—

Backtest regulatory fees

$273

—

Backtest slippage cost

$2,106

—

Returns

Backtest length

550

—

Out-of-sample length

337

—

Return, backtest period (annualized) (backtest)

174.51%

—

Return, backtest period (cumulative) (backtest)

809.72%

—

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

70.70%

67.14%

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

104.87%

4.80%

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

-0.52%

—

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

1.06%

4.80%

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

10.39%

—

Return, trailing 1 year (backtest)

34.30%

—

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

34.30%

0.00%

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

7.22%

—

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

4.13%

0.00%

SPY annualized return over the backtest window (backtest)

18.54%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.13

—

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

1.93

53.07

Maximum drawdown, backtest period (backtest)

-42.21%

—

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

-36.71%

-1.27%

Sharpe ratio, backtest period (backtest)

1.93

—

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

1.45

4.69

Sortino ratio, backtest period (backtest)

3.65

—

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

2.42

—

Standard deviation, backtest period (backtest)

61.93%

—

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

43.53%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.36

—

Construction

Logic complexity (node count)

6,490

—

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