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KMLM-Gated Leveraged Tech with UVXY Fade 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)

leveraged etfs, mean reversion, momentum, risk-on/risk-off, tactical allocation, 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)

0.43

—

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

0.63

—

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

0.11

—

Trading activity

Annualized turnover, backtest period (backtest)

84.15

—

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

80.98

—

Daily win rate, backtest period (backtest)

55.77%

—

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

50.69%

—

Backtest

Backtest final value (from $10,000)

$32.8M

—

Backtest regulatory fees

$74k

—

Backtest slippage cost

$693k

—

Returns

Backtest length

1,126

—

Out-of-sample length

361

—

Return, backtest period (annualized) (backtest)

511.34%

—

Return, backtest period (cumulative) (backtest)

328k%

—

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

41.60%

3.62%

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

64.82%

2.81%

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

-1.28%

—

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

0.74%

0.34%

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

-0.38%

—

Return, trailing 1 year (backtest)

49.25%

—

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

49.21%

86.44%

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

-1.20%

—

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

32.89%

0.95%

SPY annualized return over the backtest window (backtest)

14.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

14.18

—

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

1.15

331.36

Maximum drawdown, backtest period (backtest)

-36.06%

—

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

-36.08%

-0.01%

Sharpe ratio, backtest period (backtest)

2.72

—

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

0.85

18.06

Sortino ratio, backtest period (backtest)

4.76

—

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

1.31

—

Standard deviation, backtest period (backtest)

77.81%

—

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

68.94%

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

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