Side-by-side comparison

Compare investment strategies

Regime-Based 3x Stocks, Treasuries, Gold with UVXY 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, mean‑reversion, multi‑asset, regime switching, tactical allocation, trend/momentum, volatility hedging

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)

0.01

—

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

1.58

—

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

0.65

—

Trading activity

Annualized turnover, backtest period (backtest)

46.01

—

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

54.18

—

Daily win rate, backtest period (backtest)

58.11%

—

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

54.51%

—

Backtest

Backtest final value (from $10,000)

$20.0B

—

Backtest regulatory fees

$50.3M

—

Backtest slippage cost

$486.1M

—

Returns

Backtest length

3,781

—

Out-of-sample length

510

—

Return, backtest period (annualized) (backtest)

162.95%

—

Return, backtest period (cumulative) (backtest)

200206k%

—

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

24.31%

67.14%

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

54.66%

4.80%

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

1.81%

—

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

-3.23%

4.80%

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

-3.19%

—

Return, trailing 1 year (backtest)

2.61%

—

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

1.45%

0.00%

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

-1.50%

—

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

1.59%

0.00%

SPY annualized return over the backtest window (backtest)

15.65%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.58

—

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

0.94

53.07

Maximum drawdown, backtest period (backtest)

-29.18%

—

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

-25.77%

-1.27%

Sharpe ratio, backtest period (backtest)

2.54

—

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

0.74

4.69

Sortino ratio, backtest period (backtest)

4.51

—

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

1.04

—

Standard deviation, backtest period (backtest)

41.37%

—

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

40.12%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.44

—

Construction

Logic complexity (node count)

350

—

Rebalance corridor width

4.00%

1.00%

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