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Compare investment strategies

Front Runner UVXY Spike Bet with T-Bill Parking 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)

daily rebalanced, etf-only, high risk, long-volatility, market timing, risk-on/risk-off, rsi trigger, tactical

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)

0.38

—

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

-0.41

—

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

-0.20

—

Trading activity

Annualized turnover, backtest period (backtest)

19.75

—

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

21.72

—

Daily win rate, backtest period (backtest)

52.83%

—

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

73.07%

—

Backtest

Backtest final value (from $10,000)

$1.2M

—

Backtest regulatory fees

$1,826

—

Backtest slippage cost

$16k

—

Returns

Backtest length

2,756

—

Out-of-sample length

557

—

Return, backtest period (annualized) (backtest)

54.40%

—

Return, backtest period (cumulative) (backtest)

11k%

—

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

28.95%

3.62%

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

75.58%

2.81%

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

0.04%

—

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

0.34%

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

0.09%

—

Return, trailing 1 year (backtest)

8.48%

—

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

8.48%

86.44%

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

0.17%

—

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

0.95%

SPY annualized return over the backtest window (backtest)

14.82%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.59

—

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

1.38

331.36

Maximum drawdown, backtest period (backtest)

-20.97%

—

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

-20.97%

-0.01%

Sharpe ratio, backtest period (backtest)

1.38

—

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

0.92

18.06

Sortino ratio, backtest period (backtest)

4.34

—

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

2.47

—

Standard deviation, backtest period (backtest)

35.62%

—

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

33.10%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

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