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Ranked TQQQ/UPRO Trend with UVXY and TLT Defense 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)

3x leveraged equities, daily rebalance, inverse (sqqq), long treasuries (tlt), momentum/rsi, regime-switching, volatility (uvxy)

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)

0.21

—

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

2.43

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

37.85

—

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

33.83

—

Daily win rate, backtest period (backtest)

56.69%

—

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

54.86%

—

Backtest

Backtest final value (from $10,000)

$11.8B

—

Backtest regulatory fees

$14.7M

—

Backtest slippage cost

$142.1M

—

Returns

Backtest length

3,775

—

Out-of-sample length

432

—

Return, backtest period (annualized) (backtest)

154.21%

—

Return, backtest period (cumulative) (backtest)

117894k%

—

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

57.13%

67.14%

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

117.37%

4.80%

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

1.31%

—

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

11.91%

4.80%

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

0.33%

—

Return, trailing 1 year (backtest)

33.94%

—

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

33.93%

0.00%

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

2.11%

—

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

16.36%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.24

—

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

1.27

53.07

Maximum drawdown, backtest period (backtest)

-47.66%

—

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

-44.91%

-1.27%

Sharpe ratio, backtest period (backtest)

1.86

—

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

1.03

4.69

Sortino ratio, backtest period (backtest)

3.15

—

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

1.66

—

Standard deviation, backtest period (backtest)

59.36%

—

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

61.80%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

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