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TEC/SOX/HIB with UVXY: Dip Buys and Fades 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)

bond risk filter, high risk, leveraged etfs, mean-reversion + trend, tactical, tech & semis, volatility (uvxy)

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)

0.56

—

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

-0.21

—

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

-0.04

—

Trading activity

Annualized turnover, backtest period (backtest)

124.10

—

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

115.01

—

Daily win rate, backtest period (backtest)

53.68%

—

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

47.79%

—

Backtest

Backtest final value (from $10,000)

$1.8B

—

Backtest regulatory fees

$17.1M

—

Backtest slippage cost

$165.4M

—

Returns

Backtest length

1,725

—

Out-of-sample length

927

—

Return, backtest period (annualized) (backtest)

487.05%

—

Return, backtest period (cumulative) (backtest)

18399k%

—

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

22.61%

3.62%

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

111.82%

2.81%

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

-2.54%

—

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

2.71%

0.34%

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

3.35%

—

Return, trailing 1 year (backtest)

-45.03%

—

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

-45.05%

86.44%

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

0.69%

—

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

102.08%

0.95%

SPY annualized return over the backtest window (backtest)

15.85%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.46

—

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

0.25

331.36

Maximum drawdown, backtest period (backtest)

-89.13%

—

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

-89.13%

-0.01%

Sharpe ratio, backtest period (backtest)

2.39

—

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

0.64

18.06

Sortino ratio, backtest period (backtest)

4.58

—

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

1.09

—

Standard deviation, backtest period (backtest)

90.21%

—

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

81.98%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.78

—

Construction

Logic complexity (node count)

397

—

Rebalance corridor width

10.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

319

—

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