Side-by-side comparison

Compare investment strategies

150-Day MA Dip Basket with UVXY and Staples Hedge 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)

leveraged/inverse etfs, momentum (150-day), multi-asset, risk-on/risk-off, rsi signals, sector rotation, tactical allocation, 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)

0.11

—

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

2.38

—

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

0.69

—

Trading activity

Annualized turnover, backtest period (backtest)

34.94

—

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

36.19

—

Daily win rate, backtest period (backtest)

55.31%

—

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

55.14%

—

Backtest

Backtest final value (from $10,000)

$46.6M

—

Backtest regulatory fees

$65k

—

Backtest slippage cost

$594k

—

Returns

Backtest length

3,623

—

Out-of-sample length

807

—

Return, backtest period (annualized) (backtest)

79.93%

—

Return, backtest period (cumulative) (backtest)

466k%

—

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

54.19%

67.14%

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

300.82%

4.80%

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

-0.34%

—

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

7.21%

4.80%

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

-3.17%

—

Return, trailing 1 year (backtest)

87.29%

—

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

87.27%

0.00%

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

1.96%

—

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

29.80%

0.00%

SPY annualized return over the backtest window (backtest)

14.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.06

—

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

1.41

53.07

Maximum drawdown, backtest period (backtest)

-38.75%

—

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

-38.35%

-1.27%

Sharpe ratio, backtest period (backtest)

1.46

—

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

1.08

4.69

Sortino ratio, backtest period (backtest)

2.35

—

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

1.71

—

Standard deviation, backtest period (backtest)

47.88%

—

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

52.28%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.29

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

1.00%

Rebalance frequency

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