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Risk-Off UVXY/T-Bill Hedge with Leveraged Dip Buys vs Better Than a CD: Tech Trend with T-Bill Defense

Every published figureShow 42 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 rebalance, inverse etfs, leveraged etfs, rsi mean‑reversion, tactical allocation, trend‑following, volatility hedge

bonds/gold, inverse/short, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, trend-following, volatility hedged

Asset classes / instruments

equities

Market-relative

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

0.32

—

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

1.49

—

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

0.53

—

Trading activity

Annualized turnover, backtest period (backtest)

35.56

—

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

32.84

—

Daily win rate, backtest period (backtest)

55.24%

—

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

53.52%

—

Backtest

Backtest final value (from $10,000)

$118k

—

Backtest regulatory fees

$195

—

Backtest slippage cost

$1,212

—

Returns

Backtest length

802

—

Out-of-sample length

454

—

Return, backtest period (annualized) (backtest)

116.73%

—

Return, backtest period (cumulative) (backtest)

1076%

—

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

58.01%

4.85%

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

128.42%

4.53%

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

0.73%

—

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

-3.29%

0.38%

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

0.53%

—

Return, trailing 1 year (backtest)

41.94%

—

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

41.95%

6.30%

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

0.58%

—

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

0.84%

1.75%

SPY annualized return over the backtest window (backtest)

19.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.27

—

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

1.63

9.16

Maximum drawdown, backtest period (backtest)

-35.69%

—

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

-35.69%

-0.53%

Sharpe ratio, backtest period (backtest)

2.02

—

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

1.19

3.47

Sortino ratio, backtest period (backtest)

3.66

—

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

2.09

—

Standard deviation, backtest period (backtest)

42.70%

—

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

47.82%

1.37%

Quality

Community review status

ACTIVE

—

Holdings

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

0.23

—

Construction

Logic complexity (node count)

217

—

Rebalance frequency

daily

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