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Tesla/Semiconductor Tactical Rotation with Dip and Rip Rules 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/usd hedges, leveraged etfs, tactical timing, tech/semis, tesla-focused, trend+mean reversion, volatility hedge

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)

0.38

—

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

1.30

—

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

0.31

—

Trading activity

Annualized turnover, backtest period (backtest)

53.91

—

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

53.02

—

Daily win rate, backtest period (backtest)

52.67%

—

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

50.26%

—

Backtest

Backtest final value (from $10,000)

$18.1B

—

Backtest regulatory fees

$33.3M

—

Backtest slippage cost

$321.0M

—

Returns

Backtest length

3,499

—

Out-of-sample length

949

—

Return, backtest period (annualized) (backtest)

182.19%

—

Return, backtest period (cumulative) (backtest)

180928k%

—

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

60.06%

67.14%

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

489.05%

4.80%

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

2.05%

—

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

-1.01%

4.80%

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

3.27%

—

Return, trailing 1 year (backtest)

52.91%

—

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

52.87%

0.00%

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

2.85%

—

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

25.61%

0.00%

SPY annualized return over the backtest window (backtest)

15.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.47

—

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

1.47

53.07

Maximum drawdown, backtest period (backtest)

-40.77%

—

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

-40.78%

-1.27%

Sharpe ratio, backtest period (backtest)

1.94

—

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

1.04

4.69

Sortino ratio, backtest period (backtest)

3.68

—

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

1.89

—

Standard deviation, backtest period (backtest)

63.30%

—

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

63.62%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.67

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

227

—

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