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3x Tech Trend with UVXY Volatility Flip vs VIXM Volatility Scaling Hedge with SHV Cash

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, macro regime switching, semiconductor/tech focus, tactical, trend + mean reversion, volatility hedging

risk management, tactical allocation, treasuries, vix futures, volatility hedge

Asset classes / instruments

equities

Market-relative

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

0.38

—

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

1.20

—

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

0.22

—

Trading activity

Annualized turnover, backtest period (backtest)

112.29

—

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

105.97

—

Daily win rate, backtest period (backtest)

56.25%

—

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

52.11%

—

Backtest

Backtest final value (from $10,000)

$26.8B

—

Backtest regulatory fees

$229.0M

—

Backtest slippage cost

$2.2B

—

Returns

Backtest length

1,728

—

Out-of-sample length

994

—

Return, backtest period (annualized) (backtest)

764.53%

—

Return, backtest period (cumulative) (backtest)

267523k%

—

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

35.40%

3.45%

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

230.90%

0.13%

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

-1.68%

—

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

-1.60%

0.00%

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

11.79%

—

Return, trailing 1 year (backtest)

-41.56%

—

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

-41.59%

0.00%

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

5.90%

—

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

72.61%

0.00%

SPY annualized return over the backtest window (backtest)

16.03%

—

Risk metrics

Calmar ratio, backtest period (backtest)

9.97

—

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

0.46

128.91

Maximum drawdown, backtest period (backtest)

-76.68%

—

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

-76.69%

-0.03%

Sharpe ratio, backtest period (backtest)

2.74

—

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

0.76

10.69

Sortino ratio, backtest period (backtest)

5.36

—

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

1.25

—

Standard deviation, backtest period (backtest)

94.10%

—

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

83.81%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

781

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

266

—

Watchers

105

—

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