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Compare investment strategies

Contrarian 3x Tech/Semis Sleeves with UVXY Overheat Switch 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)

contrarian, high risk, leveraged etfs, sector rotation, short-term, tactical, tech-heavy, volatility

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)

0.04

—

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

2.87

—

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

0.60

—

Trading activity

Annualized turnover, backtest period (backtest)

54.20

—

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

65.50

—

Daily win rate, backtest period (backtest)

55.34%

—

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

54.99%

—

Backtest

Backtest final value (from $10,000)

$23.7B

—

Backtest regulatory fees

$88.4M

—

Backtest slippage cost

$854.1M

—

Returns

Backtest length

3,775

—

Out-of-sample length

571

—

Return, backtest period (annualized) (backtest)

166.35%

—

Return, backtest period (cumulative) (backtest)

237119k%

—

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

29.80%

3.62%

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

80.78%

2.81%

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

0.36%

—

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

2.48%

0.34%

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

-5.57%

—

Return, trailing 1 year (backtest)

-26.28%

—

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

-26.30%

86.44%

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

3.25%

—

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

-1.85%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.70

—

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

0.48

331.36

Maximum drawdown, backtest period (backtest)

-61.62%

—

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

-61.62%

-0.01%

Sharpe ratio, backtest period (backtest)

1.73

—

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

0.72

18.06

Sortino ratio, backtest period (backtest)

2.88

—

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

1.08

—

Standard deviation, backtest period (backtest)

70.57%

—

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

78.37%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.39

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

9.00%

Rebalance frequency

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