Side-by-side comparison

Compare investment strategies

HFEA Variant: UPRO, TMF/TMV, SPXU Hedge and TECL Dips vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

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)

inverse etfs, leveraged etfs, momentum/rsi, risk-on/risk-off, tactical asset allocation, treasuries, trend following, us equities

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

-0.10

—

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

1.78

—

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

0.80

—

Trading activity

Annualized turnover, backtest period (backtest)

10.93

—

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

7.53

—

Daily win rate, backtest period (backtest)

54.74%

—

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

51.13%

—

Backtest

Backtest final value (from $10,000)

$16.3M

—

Backtest regulatory fees

$11k

—

Backtest slippage cost

$97k

—

Returns

Backtest length

4,335

—

Out-of-sample length

884

—

Return, backtest period (annualized) (backtest)

53.70%

—

Return, backtest period (cumulative) (backtest)

163k%

—

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

23.67%

261.52%

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

110.90%

6.85%

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

1.00%

—

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

1.57%

1.95%

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

2.06%

—

Return, trailing 1 year (backtest)

7.21%

—

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

7.21%

0.00%

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

0.69%

—

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

1.61%

6.14%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.73

—

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

0.87

376.45

Maximum drawdown, backtest period (backtest)

-30.97%

—

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

-27.36%

-0.69%

Sharpe ratio, backtest period (backtest)

1.40

—

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

0.80

7.79

Sortino ratio, backtest period (backtest)

2.40

—

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

1.46

—

Standard deviation, backtest period (backtest)

34.95%

—

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

32.79%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.52

—

Construction

Logic complexity (node count)

109

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

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