Side-by-side comparison

Compare investment strategies

Short It Three-Sleeve 3x Tech Long-Short with UVXY vs Domestic Leveraged Sector Trend Rotation

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)

leveraged etfs, momentum/rsi, sector rotation, tactical long/short, tech/semiconductors, trend filter (200-day ma), volatility hedge (uvxy)

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.09

—

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

2.31

—

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

0.53

—

Trading activity

Annualized turnover, backtest period (backtest)

52.53

—

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

61.92

—

Daily win rate, backtest period (backtest)

56.13%

—

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

54.56%

—

Backtest

Backtest final value (from $10,000)

$402.0B

—

Backtest regulatory fees

$1.6B

—

Backtest slippage cost

$6.9B

—

Returns

Backtest length

3,775

—

Out-of-sample length

570

—

Return, backtest period (annualized) (backtest)

221.73%

—

Return, backtest period (cumulative) (backtest)

4020394k%

—

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

29.24%

67.14%

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

78.82%

4.80%

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

0.29%

—

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

6.36%

4.80%

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

-5.93%

—

Return, trailing 1 year (backtest)

-36.01%

—

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

-36.53%

0.00%

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

2.78%

—

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

11.55%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.29

—

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

0.43

53.07

Maximum drawdown, backtest period (backtest)

-67.47%

—

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

-67.60%

-1.27%

Sharpe ratio, backtest period (backtest)

2.11

—

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

0.71

4.69

Sortino ratio, backtest period (backtest)

3.72

—

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

1.09

—

Standard deviation, backtest period (backtest)

65.03%

—

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

71.67%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.57

—

Construction

Logic complexity (node count)

537

—

Rebalance corridor width

10.00%

1.00%

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