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All Mean Reversions 3x ETFs with UVXY Fade 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)

bonds/cash, commodities, daily rotation, high beta, leveraged etfs, mean reversion, nasdaq/tech/s&p, semiconductors, usd, volatility (vix)

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)

-0.05

—

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

2.30

—

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

0.76

—

Trading activity

Annualized turnover, backtest period (backtest)

37.34

—

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

37.79

—

Daily win rate, backtest period (backtest)

55.46%

—

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

55.66%

—

Backtest

Backtest final value (from $10,000)

$1.4M

—

Backtest regulatory fees

$2,801

—

Backtest slippage cost

$23k

—

Returns

Backtest length

1,648

—

Out-of-sample length

760

—

Return, backtest period (annualized) (backtest)

111.69%

—

Return, backtest period (cumulative) (backtest)

13k%

—

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

43.70%

3.62%

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

198.90%

2.81%

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

1.00%

—

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

-3.20%

0.34%

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

-0.57%

—

Return, trailing 1 year (backtest)

57.60%

—

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

57.61%

86.44%

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

-1.51%

—

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

17.93%

0.95%

SPY annualized return over the backtest window (backtest)

21.42%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.38

—

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

0.93

331.36

Maximum drawdown, backtest period (backtest)

-46.90%

—

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

-46.92%

-0.01%

Sharpe ratio, backtest period (backtest)

1.87

—

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

1.00

18.06

Sortino ratio, backtest period (backtest)

3.30

—

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

1.69

—

Standard deviation, backtest period (backtest)

45.47%

—

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

46.32%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.36

—

Construction

Logic complexity (node count)

—

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