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Bitcoin GBTC, TECL Dips and UVXY Hedge with T-Bills vs Better Than a CD: Tech Trend with T-Bill Defense

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, daily rebalance, leveraged etfs, mean-reversion, risk filter, tactical rotation, trend-following, volatility hedge

bonds/gold, inverse/short, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, trend-following, volatility hedged

Asset classes / instruments

equities

Market-relative

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

0.15

—

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

1.46

—

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

0.53

—

Trading activity

Annualized turnover, backtest period (backtest)

32.59

—

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

38.67

—

Daily win rate, backtest period (backtest)

54.96%

—

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

68.32%

—

Backtest

Backtest final value (from $10,000)

$3.9B

—

Backtest regulatory fees

$6.2M

—

Backtest slippage cost

$59.7M

—

Returns

Backtest length

2,853

—

Out-of-sample length

606

—

Return, backtest period (annualized) (backtest)

211.40%

—

Return, backtest period (cumulative) (backtest)

38640k%

—

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

39.63%

4.85%

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

123.49%

4.53%

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

0.04%

—

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

-2.10%

0.38%

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

0.09%

—

Return, trailing 1 year (backtest)

37.96%

—

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

37.94%

6.30%

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

0.18%

—

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

14.05%

1.75%

SPY annualized return over the backtest window (backtest)

14.17%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.88

—

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

1.42

9.16

Maximum drawdown, backtest period (backtest)

-54.55%

—

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

-27.89%

-0.53%

Sharpe ratio, backtest period (backtest)

2.04

—

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

0.96

3.47

Sortino ratio, backtest period (backtest)

3.95

—

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

1.81

—

Standard deviation, backtest period (backtest)

65.80%

—

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

44.17%

1.37%

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