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Compare investment strategies

Tech Uptrend 3x Bull or Bonds with UVXY Hedge 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)

leveraged etfs, momentum and mean reversion, risk-on/risk-off, sector rotation, tactical asset allocation, volatility hedging

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)

0.28

—

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

2.54

—

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

0.54

—

Trading activity

Annualized turnover, backtest period (backtest)

54.69

—

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

53.71

—

Daily win rate, backtest period (backtest)

56.64%

—

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

55.32%

—

Backtest

Backtest final value (from $10,000)

$60.1B

—

Backtest regulatory fees

$141.7M

—

Backtest slippage cost

$1.4B

—

Returns

Backtest length

3,199

—

Out-of-sample length

864

—

Return, backtest period (annualized) (backtest)

241.85%

—

Return, backtest period (cumulative) (backtest)

600901k%

—

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

75.24%

3.62%

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

585.98%

2.81%

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

-0.51%

—

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

4.68%

0.34%

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

-3.59%

—

Return, trailing 1 year (backtest)

22.72%

—

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

22.69%

86.44%

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

-1.05%

—

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

15.53%

0.95%

SPY annualized return over the backtest window (backtest)

13.92%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.27

—

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

1.33

331.36

Maximum drawdown, backtest period (backtest)

-56.70%

—

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

-56.70%

-0.01%

Sharpe ratio, backtest period (backtest)

2.13

—

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

1.14

18.06

Sortino ratio, backtest period (backtest)

3.92

—

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

1.80

—

Standard deviation, backtest period (backtest)

68.17%

—

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

70.07%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.98

—

Construction

Logic complexity (node count)

222

—

Rebalance corridor width

10.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

1,412

—

Watchers

415

—

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