Side-by-side comparison

Compare investment strategies

SPXL 3x S&P 500 Trend Switch with UVXY and TLT 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 s&p 500, market timing, risk-on/risk-off, tactical trend/momentum, volatility hedge

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)

0.07

—

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

2.11

—

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

0.73

—

Trading activity

Annualized turnover, backtest period (backtest)

24.63

—

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

17.26

—

Daily win rate, backtest period (backtest)

55.51%

—

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

53.89%

—

Backtest

Backtest final value (from $10,000)

$2.2B

—

Backtest regulatory fees

$2.4M

—

Backtest slippage cost

$23.0M

—

Returns

Backtest length

3,765

—

Out-of-sample length

978

—

Return, backtest period (annualized) (backtest)

127.70%

—

Return, backtest period (cumulative) (backtest)

21907k%

—

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

48.64%

67.14%

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

366.39%

4.80%

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

1.68%

—

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

6.00%

4.80%

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

3.23%

—

Return, trailing 1 year (backtest)

31.40%

—

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

31.39%

0.00%

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

2.30%

—

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

8.16%

0.00%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.72

—

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

1.09

53.07

Maximum drawdown, backtest period (backtest)

-46.93%

—

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

-44.81%

-1.27%

Sharpe ratio, backtest period (backtest)

1.77

—

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

1.13

4.69

Sortino ratio, backtest period (backtest)

3.29

—

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

1.71

—

Standard deviation, backtest period (backtest)

54.50%

—

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

43.18%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

15.00%

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