Side-by-side comparison

Compare investment strategies

Project Shiny: Sector 2x Long/Short, UVXY Hedge 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/inverse etfs, rsi timing, sector rotation, tactical, treasuries, vix/uvxy, volatility targeting

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)

-0.01

—

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

1.82

—

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

0.69

—

Trading activity

Annualized turnover, backtest period (backtest)

34.30

—

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

37.41

—

Daily win rate, backtest period (backtest)

53.99%

—

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

53.71%

—

Backtest

Backtest final value (from $10,000)

$6.8M

—

Backtest regulatory fees

$17k

—

Backtest slippage cost

$143k

—

Returns

Backtest length

3,775

—

Out-of-sample length

700

—

Return, backtest period (annualized) (backtest)

54.52%

—

Return, backtest period (cumulative) (backtest)

68k%

—

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

31.20%

3.62%

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

112.83%

2.81%

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

2.65%

—

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

3.21%

0.34%

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

-1.38%

—

Return, trailing 1 year (backtest)

-2.48%

—

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

-2.49%

86.44%

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

-1.16%

—

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

29.93%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.76

—

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

0.92

331.36

Maximum drawdown, backtest period (backtest)

-71.43%

—

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

-33.89%

-0.01%

Sharpe ratio, backtest period (backtest)

1.17

—

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

0.87

18.06

Sortino ratio, backtest period (backtest)

1.74

—

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

1.28

—

Standard deviation, backtest period (backtest)

46.73%

—

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

40.58%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.37

—

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