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Compare investment strategies

3x Nasdaq/Semis/Tech Long-Short on Rally Size, UVXY 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)

high risk, inverse exposure, leveraged etfs, mean reversion, tactical allocation, tech-heavy, volatility play

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)

-0.19

—

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

2.47

—

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

0.55

—

Trading activity

Annualized turnover, backtest period (backtest)

53.82

—

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

61.22

—

Daily win rate, backtest period (backtest)

54.88%

—

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

51.47%

—

Backtest

Backtest final value (from $10,000)

$19.4B

—

Backtest regulatory fees

$118.5M

—

Backtest slippage cost

$1.1B

—

Returns

Backtest length

3,781

—

Out-of-sample length

577

—

Return, backtest period (annualized) (backtest)

162.43%

—

Return, backtest period (cumulative) (backtest)

194287k%

—

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

13.18%

3.62%

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

32.44%

2.81%

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

-9.72%

—

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

0.32%

0.34%

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

-24.88%

—

Return, trailing 1 year (backtest)

-55.08%

—

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

-32.62%

86.44%

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

-26.60%

—

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

34.39%

0.95%

SPY annualized return over the backtest window (backtest)

15.65%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.58

—

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

0.21

331.36

Maximum drawdown, backtest period (backtest)

-62.99%

—

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

-63.00%

-0.01%

Sharpe ratio, backtest period (backtest)

1.73

—

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

0.53

18.06

Sortino ratio, backtest period (backtest)

2.88

—

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

0.49

—

Standard deviation, backtest period (backtest)

69.61%

—

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

72.75%

0.20%

Quality

Community review status

REJECTED

—

Holdings

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

0.39

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

9.00%

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