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TEC/SOX/HIB Bond-Checked 3x Semis with VIX Hedges 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)

daily rebalanced, leveraged etfs, momentum + mean reversion, risk-on/risk-off, tactical allocation, tech/semiconductor focus, 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)

0.39

—

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

0.63

—

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

0.13

—

Trading activity

Annualized turnover, backtest period (backtest)

113.14

—

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

108.10

—

Daily win rate, backtest period (backtest)

57.74%

—

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

50.53%

—

Backtest

Backtest final value (from $10,000)

$6.6B

—

Backtest regulatory fees

$44.2M

—

Backtest slippage cost

$426.6M

—

Returns

Backtest length

1,725

—

Out-of-sample length

748

—

Return, backtest period (annualized) (backtest)

607.46%

—

Return, backtest period (cumulative) (backtest)

66037k%

—

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

31.79%

67.14%

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

127.17%

4.80%

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

-2.11%

—

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

1.37%

4.80%

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

7.52%

—

Return, trailing 1 year (backtest)

-24.49%

—

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

-24.53%

0.00%

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

7.32%

—

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

76.90%

0.00%

SPY annualized return over the backtest window (backtest)

15.85%

—

Risk metrics

Calmar ratio, backtest period (backtest)

8.15

—

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

0.43

53.07

Maximum drawdown, backtest period (backtest)

-74.49%

—

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

-74.50%

-1.27%

Sharpe ratio, backtest period (backtest)

2.98

—

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

0.72

4.69

Sortino ratio, backtest period (backtest)

5.67

—

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

1.26

—

Standard deviation, backtest period (backtest)

75.00%

—

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

73.68%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.51

—

Construction

Logic complexity (node count)

1,672

—

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