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Compare investment strategies

Nasdaq QQQ/TQQQ Trend with PSQ and UVXY Hedges vs VIXM Volatility Scaling Hedge with SHV Cash

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, nasdaq/tech focus, risk-on/risk-off, tactical etf, trend + mean reversion, volatility hedge

risk management, tactical allocation, treasuries, vix futures, volatility hedge

Asset classes / instruments

equities

Market-relative

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

-0.14

—

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

2.19

—

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

0.59

—

Trading activity

Annualized turnover, backtest period (backtest)

59.18

—

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

66.37

—

Daily win rate, backtest period (backtest)

56.69%

—

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

54.98%

—

Backtest

Backtest final value (from $10,000)

$52.0B

—

Backtest regulatory fees

$274.8M

—

Backtest slippage cost

$2.7B

—

Returns

Backtest length

3,738

—

Out-of-sample length

733

—

Return, backtest period (annualized) (backtest)

183.55%

—

Return, backtest period (cumulative) (backtest)

519792k%

—

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

20.90%

3.45%

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

73.83%

0.13%

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

1.31%

—

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

10.11%

0.00%

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

0.33%

—

Return, trailing 1 year (backtest)

-47.69%

—

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

-47.70%

0.00%

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

2.11%

—

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

-0.11%

0.00%

SPY annualized return over the backtest window (backtest)

15.69%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.25

—

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

0.37

128.91

Maximum drawdown, backtest period (backtest)

-56.45%

—

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

-56.46%

-0.03%

Sharpe ratio, backtest period (backtest)

2.11

—

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

0.61

10.69

Sortino ratio, backtest period (backtest)

3.68

—

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

0.92

—

Standard deviation, backtest period (backtest)

56.85%

—

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

56.84%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.87

—

Construction

Logic complexity (node count)

1,536

—

Rebalance corridor width

2.00%

10.00%

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