Side-by-side comparison

Compare investment strategies

Sector Rotator: One Leveraged Sector ETF with UVXY Hedge vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

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)

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

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

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%

261.52%

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

107.27%

6.85%

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

1.52%

—

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

2.47%

1.95%

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%

0.00%

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

1.32%

—

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

28.65%

6.14%

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

376.45

Maximum drawdown, backtest period (backtest)

-52.99%

—

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

-29.01%

-0.69%

Sharpe ratio, backtest period (backtest)

1.70

—

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

1.44

7.79

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%

18.11%

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 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