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Frontrunner 3x Dip Buying with UVXY and Tech Shorts 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, inverse etfs, leveraged etfs, mean-reversion, risk-on/risk-off, tactical, trend-following, volatility trading

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)

0.12

—

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

1.80

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

90.76

—

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

98.24

—

Daily win rate, backtest period (backtest)

50.20%

—

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

52.52%

—

Backtest

Backtest final value (from $10,000)

$82.2B

—

Backtest regulatory fees

$344.4M

—

Backtest slippage cost

$3.3B

—

Returns

Backtest length

3,775

—

Out-of-sample length

497

—

Return, backtest period (annualized) (backtest)

189.38%

—

Return, backtest period (cumulative) (backtest)

821851k%

—

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

34.87%

3.62%

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

80.61%

2.81%

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

0.02%

—

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

0.44%

0.34%

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

-0.84%

—

Return, trailing 1 year (backtest)

-3.09%

—

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

-3.12%

86.44%

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

-2.84%

—

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

6.98%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.79

—

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

0.88

331.36

Maximum drawdown, backtest period (backtest)

-39.55%

—

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

-39.56%

-0.01%

Sharpe ratio, backtest period (backtest)

2.20

—

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

0.82

18.06

Sortino ratio, backtest period (backtest)

4.18

—

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

1.29

—

Standard deviation, backtest period (backtest)

54.79%

—

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

53.44%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.62

—

Construction

Logic complexity (node count)

188

—

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