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Single Hottest Leveraged/Crypto ETF with UVXY Overheat 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)

crypto exposure, leveraged etfs, mean reversion, momentum rotation, sector rotation, trend filter, volatility trading

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)

1.05

—

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

3.14

—

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

0.35

—

Trading activity

Annualized turnover, backtest period (backtest)

61.40

—

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

40.21

—

Daily win rate, backtest period (backtest)

58.88%

—

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

55.32%

—

Backtest

Backtest final value (from $10,000)

$2.2M

—

Backtest regulatory fees

$1,424

—

Backtest slippage cost

$12k

—

Returns

Backtest length

394

—

Out-of-sample length

—

Return, backtest period (annualized) (backtest)

3049%

—

Return, backtest period (cumulative) (backtest)

22k%

—

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

126.74%

67.14%

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

33.53%

4.80%

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

7.42%

—

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

19.29%

4.80%

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

-2.96%

—

Return, trailing 1 year (backtest)

847.62%

—

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

138.72%

0.00%

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

-9.69%

—

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

15.52%

0.00%

SPY annualized return over the backtest window (backtest)

21.33%

—

Risk metrics

Calmar ratio, backtest period (backtest)

61.95

—

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

3.40

53.07

Maximum drawdown, backtest period (backtest)

-49.21%

—

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

-37.28%

-1.27%

Sharpe ratio, backtest period (backtest)

3.45

—

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

1.28

4.69

Sortino ratio, backtest period (backtest)

6.12

—

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

1.66

—

Standard deviation, backtest period (backtest)

121.97%

—

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

115.25%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

1,010

—

Watchers

202

—

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