Side-by-side comparison

Compare investment strategies

3x Tech/Semis with Bear Funds and UVXY 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 etfs, mean reversion, risk-on/risk-off, sector rotation, tactical asset allocation, trend-following, 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)

0.04

—

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

1.39

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

79.99

—

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

74.80

—

Daily win rate, backtest period (backtest)

58.22%

—

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

54.35%

—

Backtest

Backtest final value (from $10,000)

$9.6B

—

Backtest regulatory fees

$46.0M

—

Backtest slippage cost

$442.9M

—

Returns

Backtest length

2,975

—

Out-of-sample length

953

—

Return, backtest period (annualized) (backtest)

220.92%

—

Return, backtest period (cumulative) (backtest)

95566k%

—

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

24.67%

67.14%

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

130.46%

4.80%

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

-0.11%

—

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

0.67%

4.80%

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

6.66%

—

Return, trailing 1 year (backtest)

-4.71%

—

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

-4.75%

0.00%

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

3.60%

—

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

29.26%

0.00%

SPY annualized return over the backtest window (backtest)

13.80%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.41

—

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

0.60

53.07

Maximum drawdown, backtest period (backtest)

-40.85%

—

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

-40.86%

-1.27%

Sharpe ratio, backtest period (backtest)

2.61

—

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

0.68

4.69

Sortino ratio, backtest period (backtest)

5.29

—

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

1.13

—

Standard deviation, backtest period (backtest)

49.12%

—

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

48.77%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.35

—

Construction

Logic complexity (node count)

2,577

—

Rebalance corridor width

10.00%

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