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Compare investment strategies

3x Tech Trend with UVXY and SVXY Switching 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)

leveraged & volatility etfs, mean reversion, tactical timing, tech sector, trend/momentum

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)

-0.01

—

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

2.53

—

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

0.68

—

Trading activity

Annualized turnover, backtest period (backtest)

20.30

—

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

20.16

—

Daily win rate, backtest period (backtest)

57.13%

—

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

57.22%

—

Backtest

Backtest final value (from $10,000)

$144.1M

—

Backtest regulatory fees

$118k

—

Backtest slippage cost

$1.1M

—

Returns

Backtest length

3,725

—

Out-of-sample length

575

—

Return, backtest period (annualized) (backtest)

91.10%

—

Return, backtest period (cumulative) (backtest)

1441k%

—

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

30.23%

3.62%

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

82.90%

2.81%

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

1.52%

—

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

17.07%

0.34%

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

-1.61%

—

Return, trailing 1 year (backtest)

34.78%

—

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

34.78%

86.44%

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

3.35%

—

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

15.53%

0.95%

SPY annualized return over the backtest window (backtest)

15.39%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.86

—

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

0.69

331.36

Maximum drawdown, backtest period (backtest)

-48.85%

—

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

-43.57%

-0.01%

Sharpe ratio, backtest period (backtest)

1.48

—

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

0.74

18.06

Sortino ratio, backtest period (backtest)

2.29

—

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

1.05

—

Standard deviation, backtest period (backtest)

53.22%

—

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

60.29%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

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