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Insane Money Printer Nova Variant with UVIX Hedge vs Domestic Leveraged Sector Trend 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)

leveraged etfs, mean-reversion, momentum/trend, risk-on/risk-off, tactical allocation, volatility trading

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.30

—

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

1.80

—

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

0.60

—

Trading activity

Annualized turnover, backtest period (backtest)

66.46

—

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

56.78

—

Daily win rate, backtest period (backtest)

56.56%

—

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

53.80%

—

Backtest

Backtest final value (from $10,000)

$3.9M

—

Backtest regulatory fees

$7,821

—

Backtest slippage cost

$63k

—

Returns

Backtest length

1,121

—

Out-of-sample length

526

—

Return, backtest period (annualized) (backtest)

281.74%

—

Return, backtest period (cumulative) (backtest)

39k%

—

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

70.53%

67.14%

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

205.32%

4.80%

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

1.47%

—

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

6.31%

4.80%

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

0.19%

—

Return, trailing 1 year (backtest)

52.42%

—

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

52.41%

0.00%

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

0.94%

—

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

11.42%

0.00%

SPY annualized return over the backtest window (backtest)

15.34%

—

Risk metrics

Calmar ratio, backtest period (backtest)

11.84

—

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

2.96

53.07

Maximum drawdown, backtest period (backtest)

-23.80%

—

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

-23.80%

-1.27%

Sharpe ratio, backtest period (backtest)

2.85

—

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

1.33

4.69

Sortino ratio, backtest period (backtest)

5.48

—

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

2.23

—

Standard deviation, backtest period (backtest)

51.60%

—

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

48.62%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.57

—

Construction

Logic complexity (node count)

6,433

—

Rebalance corridor width

5.00%

1.00%

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