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Regime-Switching 3x Stocks with UVXY and Dip Picks 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)

bonds, equities, leveraged etfs, mean reversion, momentum, regime filter, volatility hedge

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)

-0.12

—

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

1.70

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

27.33

—

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

23.89

—

Daily win rate, backtest period (backtest)

56.60%

—

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

54.59%

—

Backtest

Backtest final value (from $10,000)

$66.6M

—

Backtest regulatory fees

$137k

—

Backtest slippage cost

$1.3M

—

Returns

Backtest length

3,760

—

Out-of-sample length

936

—

Return, backtest period (annualized) (backtest)

80.38%

—

Return, backtest period (cumulative) (backtest)

666k%

—

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

17.95%

3.62%

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

84.75%

2.81%

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

1.79%

—

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

1.17%

0.34%

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

3.94%

—

Return, trailing 1 year (backtest)

14.25%

—

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

14.24%

86.44%

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

1.12%

—

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

-5.26%

0.95%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.35

—

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

0.30

331.36

Maximum drawdown, backtest period (backtest)

-59.46%

—

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

-59.46%

-0.01%

Sharpe ratio, backtest period (backtest)

1.72

—

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

0.66

18.06

Sortino ratio, backtest period (backtest)

3.07

—

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

0.88

—

Standard deviation, backtest period (backtest)

38.56%

—

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

33.91%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.19

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

15.00%

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