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Ultra Balancer: 3x Tech/Semis Bulls and Bears vs Macro-Filtered Short-Term Momentum with Mean Reversion

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

cross-asset signals, leveraged etfs, mean reversion, momentum, tactical asset allocation, tech/semis focus, volatility-aware

daily rebalance, long/short, macro regime rotation, momentum + mean reversion, multi-asset, risk-managed, tactical etf, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.08

—

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

0.93

—

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

0.47

—

Trading activity

Annualized turnover, backtest period (backtest)

50.23

—

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

46.90

—

Daily win rate, backtest period (backtest)

54.54%

—

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

52.09%

—

Backtest

Backtest final value (from $10,000)

$79k

—

Backtest regulatory fees

$296

—

Backtest slippage cost

$2,157

—

Returns

Backtest length

1,091

—

Out-of-sample length

958

—

Return, backtest period (annualized) (backtest)

61.08%

—

Return, backtest period (cumulative) (backtest)

689.24%

—

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

24.97%

76.55%

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

133.55%

3.91%

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

-0.38%

—

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

0.39%

0.00%

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

3.08%

—

Return, trailing 1 year (backtest)

10.61%

—

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

10.61%

0.00%

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

2.10%

—

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

16.65%

0.00%

SPY annualized return over the backtest window (backtest)

17.54%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.61

—

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

1.07

180.23

Maximum drawdown, backtest period (backtest)

-23.44%

—

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

-23.44%

-0.42%

Sharpe ratio, backtest period (backtest)

1.76

—

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

0.90

9.00

Sortino ratio, backtest period (backtest)

3.74

—

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

1.82

—

Standard deviation, backtest period (backtest)

29.33%

—

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

29.29%

6.75%

Quality

Community review status

ACTIVE

—

Holdings

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

0.13

—

Construction

Logic complexity (node count)

4,954

—

Rebalance frequency

daily

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