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Compare investment strategies

3x Tech/Semis Long-Short RSI Swing with 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)

bond trend filter, daily rebalance, high risk, leveraged etfs, rsi/momentum, tactical allocation, tech & semiconductors, volatility timing

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)

0.04

—

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

1.63

—

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

0.40

—

Trading activity

Annualized turnover, backtest period (backtest)

113.93

—

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

119.29

—

Daily win rate, backtest period (backtest)

53.68%

—

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

50.49%

—

Backtest

Backtest final value (from $10,000)

$106.7M

—

Backtest regulatory fees

$644k

—

Backtest slippage cost

$6.1M

—

Returns

Backtest length

1,710

—

Out-of-sample length

612

—

Return, backtest period (annualized) (backtest)

292.00%

—

Return, backtest period (cumulative) (backtest)

1067k%

—

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

20.91%

3.62%

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

57.99%

2.81%

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

-12.74%

—

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

1.09%

0.34%

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

-7.74%

—

Return, trailing 1 year (backtest)

20.48%

—

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

42.98%

86.44%

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

-9.35%

—

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

49.66%

0.95%

SPY annualized return over the backtest window (backtest)

15.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.95

—

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

0.35

331.36

Maximum drawdown, backtest period (backtest)

-58.99%

—

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

-58.99%

-0.01%

Sharpe ratio, backtest period (backtest)

2.41

—

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

0.59

18.06

Sortino ratio, backtest period (backtest)

4.92

—

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

0.95

—

Standard deviation, backtest period (backtest)

65.08%

—

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

65.13%

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)

236

—

Rebalance corridor width

—

9.00%

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