Side-by-side comparison

Compare investment strategies

Short It 3x Tech/Semis Contrarian Sleeves with UVXY 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)

inverse etfs, leveraged etfs, market timing, mean reversion, sector rotation, tactical allocation, trend/overbought 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)

-0.06

—

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

2.62

—

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

0.60

—

Trading activity

Annualized turnover, backtest period (backtest)

56.68

—

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

66.96

—

Daily win rate, backtest period (backtest)

54.89%

—

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

53.38%

—

Backtest

Backtest final value (from $10,000)

$56.2B

—

Backtest regulatory fees

$188.9M

—

Backtest slippage cost

$1.8B

—

Returns

Backtest length

3,775

—

Out-of-sample length

547

—

Return, backtest period (annualized) (backtest)

182.15%

—

Return, backtest period (cumulative) (backtest)

562271k%

—

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

28.88%

3.62%

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

73.61%

2.81%

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

1.54%

—

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

8.88%

0.34%

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

3.94%

—

Return, trailing 1 year (backtest)

-4.84%

—

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

-4.86%

86.44%

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

4.02%

—

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

51.36%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.98

—

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

0.47

331.36

Maximum drawdown, backtest period (backtest)

-61.09%

—

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

-61.09%

-0.01%

Sharpe ratio, backtest period (backtest)

1.85

—

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

0.70

18.06

Sortino ratio, backtest period (backtest)

3.12

—

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

1.08

—

Standard deviation, backtest period (backtest)

68.36%

—

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

70.73%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.41

—

Construction

Logic complexity (node count)

114

—

Rebalance corridor width

10.00%

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