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Popped Stock/Bond: 3x Washouts, UVXY and T-Bill Parking 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, momentum and mean‑reversion, risk‑on/risk‑off, stocks‑bonds rotation, tactical allocation, volatility hedge

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)

-0.09

—

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

1.74

—

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

0.70

—

Trading activity

Annualized turnover, backtest period (backtest)

21.37

—

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

16.71

—

Daily win rate, backtest period (backtest)

54.68%

—

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

50.46%

—

Backtest

Backtest final value (from $10,000)

$14.0M

—

Backtest regulatory fees

$20k

—

Backtest slippage cost

$174k

—

Returns

Backtest length

3,775

—

Out-of-sample length

969

—

Return, backtest period (annualized) (backtest)

62.15%

—

Return, backtest period (cumulative) (backtest)

140k%

—

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

21.27%

67.14%

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

110.11%

4.80%

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

1.54%

—

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

-4.67%

4.80%

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

2.64%

—

Return, trailing 1 year (backtest)

23.03%

—

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

23.03%

0.00%

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

-1.13%

—

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

2.69%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.83

—

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

0.63

53.07

Maximum drawdown, backtest period (backtest)

-33.92%

—

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

-33.93%

-1.27%

Sharpe ratio, backtest period (backtest)

1.67

—

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

0.69

4.69

Sortino ratio, backtest period (backtest)

2.94

—

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

1.18

—

Standard deviation, backtest period (backtest)

31.97%

—

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

37.30%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.26

—

Construction

Logic complexity (node count)

139

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

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