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Sector Rotator: One Leveraged Sector ETF with 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)

concentrated, daily rebalance, leveraged etfs, momentum + mean reversion, sector rotation, us sectors, volatility hedge (uvxy/svxy)

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)

0.70

—

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

0.75

—

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

0.16

—

Trading activity

Annualized turnover, backtest period (backtest)

92.19

—

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

100.25

—

Daily win rate, backtest period (backtest)

55.39%

—

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

55.84%

—

Backtest

Backtest final value (from $10,000)

$3.6M

—

Backtest regulatory fees

$11k

—

Backtest slippage cost

$93k

—

Returns

Backtest length

1,744

—

Out-of-sample length

274

—

Return, backtest period (annualized) (backtest)

133.90%

—

Return, backtest period (cumulative) (backtest)

36k%

—

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

95.01%

3.62%

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

107.27%

2.81%

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

1.52%

—

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

2.47%

0.34%

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

1.50%

—

Return, trailing 1 year (backtest)

88.57%

—

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

88.56%

86.44%

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

1.32%

—

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

28.65%

0.95%

SPY annualized return over the backtest window (backtest)

16.21%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.53

—

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

3.28

331.36

Maximum drawdown, backtest period (backtest)

-52.99%

—

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

-29.01%

-0.01%

Sharpe ratio, backtest period (backtest)

1.70

—

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

1.44

18.06

Sortino ratio, backtest period (backtest)

2.88

—

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

2.22

—

Standard deviation, backtest period (backtest)

60.48%

—

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

58.54%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

166

—

Rebalance corridor width

—

9.00%

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