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Aggressive UVXY Fear Trade with Dividend Rotation 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, momentum/mean reversion, risk-on/risk-off, tactical asset allocation, volatility trading

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)

0.34

—

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

0.74

—

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

0.37

—

Trading activity

Annualized turnover, backtest period (backtest)

40.54

—

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

43.89

—

Daily win rate, backtest period (backtest)

59.06%

—

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

57.01%

—

Backtest

Backtest final value (from $10,000)

$80.6M

—

Backtest regulatory fees

$171k

—

Backtest slippage cost

$1.6M

—

Returns

Backtest length

3,100

—

Out-of-sample length

870

—

Return, backtest period (annualized) (backtest)

107.70%

—

Return, backtest period (cumulative) (backtest)

806k%

—

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

57.41%

67.14%

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

379.76%

4.80%

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

0.14%

—

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

0.77%

4.80%

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

0.09%

—

Return, trailing 1 year (backtest)

22.98%

—

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

22.95%

0.00%

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

0.53%

—

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

9.13%

0.00%

SPY annualized return over the backtest window (backtest)

13.89%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.73

—

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

2.88

53.07

Maximum drawdown, backtest period (backtest)

-28.88%

—

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

-19.95%

-1.27%

Sharpe ratio, backtest period (backtest)

2.33

—

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

1.68

4.69

Sortino ratio, backtest period (backtest)

4.62

—

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

3.05

—

Standard deviation, backtest period (backtest)

33.79%

—

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

29.55%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

693

—

Rebalance corridor width

2.00%

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

102

—

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