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Compare investment strategies

3x Leveraged 60/40 (UPRO/TYD) Monthly Rebalance vs 50/50 Hedged Rotation and TQQQ Dip-Buy

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)

3x etfs, balanced, high volatility, leveraged 60/40, long-term, monthly rebalance, s&p 500, u.s. treasuries

leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

-0.10

—

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

1.68

—

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

0.97

—

Trading activity

Annualized turnover, backtest period (backtest)

1.77

—

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

1.42

—

Daily win rate, backtest period (backtest)

54.56%

—

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

54.31%

—

Backtest

Backtest final value (from $10,000)

$401k

—

Backtest regulatory fees

$26

—

Backtest slippage cost

$153

—

Returns

Backtest length

4,355

—

Out-of-sample length

534

—

Return, backtest period (annualized) (backtest)

23.80%

—

Return, backtest period (cumulative) (backtest)

3906%

—

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

17.37%

3.62%

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

39.96%

2.81%

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

-1.93%

—

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

0.32%

0.34%

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

-2.08%

—

Return, trailing 1 year (backtest)

9.90%

—

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

13.38%

86.44%

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

-0.92%

—

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

-0.73%

0.95%

SPY annualized return over the backtest window (backtest)

15.06%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.43

—

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

0.54

331.36

Maximum drawdown, backtest period (backtest)

-55.87%

—

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

-31.99%

-0.01%

Sharpe ratio, backtest period (backtest)

0.89

—

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

0.71

18.06

Sortino ratio, backtest period (backtest)

1.26

—

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

0.95

—

Standard deviation, backtest period (backtest)

28.55%

—

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

28.49%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.52

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

monthly

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