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3x Tech Bull or Bonds with Daily UVXY Overheat Fade vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay

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Hedge / defensive overlay: Volatility products (VIX)

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Leverage use

—

Rebalance schedule

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Trading signal: Interest rates / yield curve

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Trading signal: Relative strength vs another asset

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Trading signal: RSI overbought / oversold

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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)

daily rebalance, leveraged etfs, risk-on/risk-off, tactical allocation, volatility timing

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.22

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

2.50

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

0.53

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Trading activity

Annualized turnover, backtest period (backtest)

54.63

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

54.94

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Daily win rate, backtest period (backtest)

56.74%

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

55.57%

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Backtest

Backtest final value (from $10,000)

$60.2B

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Backtest regulatory fees

$141.9M

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Backtest slippage cost

$1.4B

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Returns

Backtest length

3,199

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Out-of-sample length

844

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Return, backtest period (annualized) (backtest)

241.89%

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Return, backtest period (cumulative) (backtest)

601948k%

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

64.56%

261.52%

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

431.32%

6.85%

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

-0.51%

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

4.68%

1.95%

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

-3.59%

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Return, trailing 1 year (backtest)

22.73%

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

22.70%

0.00%

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

-1.05%

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

15.53%

6.14%

SPY annualized return over the backtest window (backtest)

13.92%

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Risk metrics

Calmar ratio, backtest period (backtest)

4.27

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

1.14

376.45

Maximum drawdown, backtest period (backtest)

-56.70%

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

-56.70%

-0.69%

Sharpe ratio, backtest period (backtest)

2.13

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

1.05

7.79

Sortino ratio, backtest period (backtest)

3.92

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

1.65

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Standard deviation, backtest period (backtest)

68.17%

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

70.12%

18.11%

Quality

Community review status

ACTIVE

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Holdings

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

0.98

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Construction

Logic complexity (node count)

222

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Rebalance frequency

daily

Popularity

Remixes (copies)

—

Watchers

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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