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Short Volatility Default, 3x Dip Buys, UVXY Flip 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)

daily rebalanced, leveraged etfs, rsi signals, tactical allocation, volatility timing

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)

0.23

—

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

1.36

—

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

0.31

—

Trading activity

Annualized turnover, backtest period (backtest)

40.06

—

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

44.23

—

Daily win rate, backtest period (backtest)

60.57%

—

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

50.53%

—

Backtest

Backtest final value (from $10,000)

$134.6B

—

Backtest regulatory fees

$190.7M

—

Backtest slippage cost

$1.8B

—

Returns

Backtest length

3,655

—

Out-of-sample length

188

—

Return, backtest period (annualized) (backtest)

210.03%

—

Return, backtest period (cumulative) (backtest)

1346442k%

—

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

64.68%

3.62%

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

43.66%

2.81%

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

-12.74%

—

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

3.71%

0.34%

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

-12.17%

—

Return, trailing 1 year (backtest)

58.09%

—

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

-51.32%

86.44%

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

-10.93%

—

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

35.18%

0.95%

SPY annualized return over the backtest window (backtest)

14.40%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.37

—

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

2.77

331.36

Maximum drawdown, backtest period (backtest)

-48.02%

—

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

-23.39%

-0.01%

Sharpe ratio, backtest period (backtest)

2.01

—

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

1.17

18.06

Sortino ratio, backtest period (backtest)

3.50

—

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

1.44

—

Standard deviation, backtest period (backtest)

66.90%

—

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

55.15%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

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