Side-by-side comparison

Compare investment strategies

Three-Sleeve UVXY Fade, Trend Rotation and Fast LETF vs Oil, Gas, Semis and Treasuries Short-Term Pair 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 etfs, mean reversion, risk-on/off regimes, sector rotation, tactical asset allocation, trend following, volatility hedge

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

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)

0.94

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

46.39

—

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

54.46

—

Daily win rate, backtest period (backtest)

58.21%

—

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

55.88%

—

Backtest

Backtest final value (from $10,000)

$577.8M

—

Backtest regulatory fees

$1.7M

—

Backtest slippage cost

$16.1M

—

Returns

Backtest length

3,781

—

Out-of-sample length

510

—

Return, backtest period (annualized) (backtest)

107.63%

—

Return, backtest period (cumulative) (backtest)

5778k%

—

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

16.42%

261.52%

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

35.61%

6.85%

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

2.35%

—

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

-2.15%

1.95%

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

-2.12%

—

Return, trailing 1 year (backtest)

1.40%

—

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

1.23%

0.00%

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

-0.79%

—

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

4.36%

6.14%

SPY annualized return over the backtest window (backtest)

15.65%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.26

—

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

1.04

376.45

Maximum drawdown, backtest period (backtest)

-17.20%

—

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

-15.74%

-0.69%

Sharpe ratio, backtest period (backtest)

2.61

—

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

0.69

7.79

Sortino ratio, backtest period (backtest)

5.07

—

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

0.95

—

Standard deviation, backtest period (backtest)

29.66%

—

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

27.23%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.31

—

Construction

Logic complexity (node count)

700

—

Rebalance corridor width

4.00%

—

Rebalance frequency

none

daily

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