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Compare investment strategies

Pops UVXY Fade with 3x Tech Dip Buying 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)

daily, leveraged etfs, mean reversion, risk-on/risk-off, tactical, tech-focused, trend-following, volatility

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)

0.46

—

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

0.48

—

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

0.13

—

Trading activity

Annualized turnover, backtest period (backtest)

72.37

—

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

78.17

—

Daily win rate, backtest period (backtest)

51.90%

—

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

62.82%

—

Backtest

Backtest final value (from $10,000)

$354.1B

—

Backtest regulatory fees

$1.4B

—

Backtest slippage cost

$6.4B

—

Returns

Backtest length

3,649

—

Out-of-sample length

893

—

Return, backtest period (annualized) (backtest)

232.05%

—

Return, backtest period (cumulative) (backtest)

3540987k%

—

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

52.77%

3.62%

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

349.67%

2.81%

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

0.02%

—

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

7.24%

0.34%

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

0.07%

—

Return, trailing 1 year (backtest)

14.02%

—

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

12.63%

86.44%

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

0.15%

—

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

2.84%

0.95%

SPY annualized return over the backtest window (backtest)

14.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.20

—

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

1.18

331.36

Maximum drawdown, backtest period (backtest)

-44.65%

—

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

-44.77%

-0.01%

Sharpe ratio, backtest period (backtest)

2.30

—

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

1.07

18.06

Sortino ratio, backtest period (backtest)

4.73

—

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

1.64

—

Standard deviation, backtest period (backtest)

59.43%

—

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

52.55%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

1,044

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

143

—

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