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Leveraged Golden Butterfly: UPRO, TYD and UGL 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)

all-weather, diversification, etf, gold, leveraged, quarterly rebalance, risk management, static allocation, stocks, treasuries

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)

0.04

—

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

1.19

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

1.83

—

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

1.66

—

Daily win rate, backtest period (backtest)

55.76%

—

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

56.48%

—

Backtest

Backtest final value (from $10,000)

$238k

—

Backtest regulatory fees

$11

—

Backtest slippage cost

$62

—

Returns

Backtest length

4,349

—

Out-of-sample length

818

—

Return, backtest period (annualized) (backtest)

20.15%

—

Return, backtest period (cumulative) (backtest)

2279%

—

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

27.86%

3.62%

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

122.29%

2.81%

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

1.31%

—

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

-3.65%

0.34%

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

2.09%

—

Return, trailing 1 year (backtest)

8.51%

—

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

8.51%

86.44%

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

-1.23%

—

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

-1.58%

0.95%

SPY annualized return over the backtest window (backtest)

15.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.44

—

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

1.27

331.36

Maximum drawdown, backtest period (backtest)

-46.27%

—

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

-21.95%

-0.01%

Sharpe ratio, backtest period (backtest)

0.96

—

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

1.15

18.06

Sortino ratio, backtest period (backtest)

1.36

—

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

1.64

—

Standard deviation, backtest period (backtest)

21.56%

—

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

23.78%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.34

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

quarterly

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