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Walter's Select Leveraged Tech/Semis with Cash Retreat 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/cash safety, daily tactical, leveraged etfs, tech/semis tilt, trend + mean‑reversion, 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)

0.15

—

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

1.17

—

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

0.38

—

Trading activity

Annualized turnover, backtest period (backtest)

77.68

—

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

81.42

—

Daily win rate, backtest period (backtest)

56.93%

—

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

49.16%

—

Backtest

Backtest final value (from $10,000)

$762.2M

—

Backtest regulatory fees

$2.5M

—

Backtest slippage cost

$24.4M

—

Returns

Backtest length

2,772

—

Out-of-sample length

592

—

Return, backtest period (annualized) (backtest)

177.75%

—

Return, backtest period (cumulative) (backtest)

7621k%

—

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

28.95%

67.14%

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

81.91%

4.80%

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

0.66%

—

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

-1.13%

4.80%

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

2.64%

—

Return, trailing 1 year (backtest)

99.82%

—

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

99.72%

0.00%

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

0.67%

—

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

2.11%

0.00%

SPY annualized return over the backtest window (backtest)

15.45%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.32

—

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

0.54

53.07

Maximum drawdown, backtest period (backtest)

-53.46%

—

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

-53.47%

-1.27%

Sharpe ratio, backtest period (backtest)

2.60

—

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

0.76

4.69

Sortino ratio, backtest period (backtest)

4.40

—

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

1.14

—

Standard deviation, backtest period (backtest)

42.81%

—

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

49.88%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.27

—

Construction

Logic complexity (node count)

2,935

—

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