Side-by-side comparison

Compare investment strategies

Simple UVXY Portfolio with Pops and Tech Rebound Tweaks 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)

hedged, leveraged etfs, macro overlays, mean reversion, momentum, risk-on/risk-off, tactical, tech/semis heavy, volatility-aware

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)

0.32

—

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

0.79

—

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

0.36

—

Trading activity

Annualized turnover, backtest period (backtest)

53.47

—

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

55.36

—

Daily win rate, backtest period (backtest)

59.32%

—

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

54.78%

—

Backtest

Backtest final value (from $10,000)

$1.8B

—

Backtest regulatory fees

$5.0M

—

Backtest slippage cost

$48.5M

—

Returns

Backtest length

3,100

—

Out-of-sample length

869

—

Return, backtest period (annualized) (backtest)

167.19%

—

Return, backtest period (cumulative) (backtest)

17878k%

—

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

53.68%

3.62%

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

340.87%

2.81%

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

-0.14%

—

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

1.29%

0.34%

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

1.81%

—

Return, trailing 1 year (backtest)

8.69%

—

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

8.66%

86.44%

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

1.47%

—

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

16.51%

0.95%

SPY annualized return over the backtest window (backtest)

13.89%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.38

—

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

2.05

331.36

Maximum drawdown, backtest period (backtest)

-26.19%

—

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

-26.19%

-0.01%

Sharpe ratio, backtest period (backtest)

2.78

—

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

1.49

18.06

Sortino ratio, backtest period (backtest)

5.99

—

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

2.66

—

Standard deviation, backtest period (backtest)

37.80%

—

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

32.25%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.21

—

Construction

Logic complexity (node count)

2,537

—

Rebalance corridor width

1.00%

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