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TECL Dip Buyer with UVXY Overbought Hedge and T-Bills 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)

cash/t-bills, mean reversion, tactical timing, technology (leveraged), trend filter, volatility (vix futures)

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)

0.01

—

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

1.67

—

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

0.59

—

Trading activity

Annualized turnover, backtest period (backtest)

31.78

—

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

33.01

—

Daily win rate, backtest period (backtest)

50.89%

—

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

79.39%

—

Backtest

Backtest final value (from $10,000)

$34.2M

—

Backtest regulatory fees

$61k

—

Backtest slippage cost

$572k

—

Returns

Backtest length

3,775

—

Out-of-sample length

626

—

Return, backtest period (annualized) (backtest)

72.12%

—

Return, backtest period (cumulative) (backtest)

342k%

—

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

25.09%

67.14%

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

74.53%

4.80%

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

0.04%

—

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

7.41%

4.80%

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

0.09%

—

Return, trailing 1 year (backtest)

67.14%

—

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

67.12%

0.00%

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

0.18%

—

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

10.08%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.74

—

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

0.61

53.07

Maximum drawdown, backtest period (backtest)

-41.38%

—

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

-41.38%

-1.27%

Sharpe ratio, backtest period (backtest)

1.58

—

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

0.71

4.69

Sortino ratio, backtest period (backtest)

3.30

—

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

1.22

—

Standard deviation, backtest period (backtest)

38.95%

—

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

45.19%

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

3.00%

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