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Bitcoin GBTC Rotation with TECL Dips and UVXY vs 100% SGOV Treasury Bill Cash Holder

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

crypto trend-following, leveraged etfs, risk-on/risk-off, tactical allocation, volatility timing

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

Asset classes / instruments

equities

Market-relative

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

0.16

—

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

1.41

—

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

0.50

—

Trading activity

Annualized turnover, backtest period (backtest)

36.28

—

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

39.09

—

Daily win rate, backtest period (backtest)

54.82%

—

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

69.88%

—

Backtest

Backtest final value (from $10,000)

$3.8B

—

Backtest regulatory fees

$7.0M

—

Backtest slippage cost

$67.8M

—

Returns

Backtest length

2,855

—

Out-of-sample length

664

—

Return, backtest period (annualized) (backtest)

210.60%

—

Return, backtest period (cumulative) (backtest)

37871k%

—

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

40.48%

3.61%

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

145.20%

0.76%

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

0.04%

—

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

-2.10%

0.32%

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

0.09%

—

Return, trailing 1 year (backtest)

37.49%

—

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

37.47%

0.00%

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

0.18%

—

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

16.20%

0.00%

SPY annualized return over the backtest window (backtest)

14.05%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.86

—

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

1.45

45148.96

Maximum drawdown, backtest period (backtest)

-35.95%

—

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

-27.90%

-0.00%

Sharpe ratio, backtest period (backtest)

2.08

—

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

0.97

20.28

Sortino ratio, backtest period (backtest)

4.18

—

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

1.82

—

Standard deviation, backtest period (backtest)

63.72%

—

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

44.50%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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