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TQQQ Long-Term Trend with UVXY Crash Insurance 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)

daily rebalanced, leveraged etfs, risk-on/risk-off, tactical allocation, trend-following, 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)

0.10

—

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

2.47

—

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

0.62

—

Trading activity

Annualized turnover, backtest period (backtest)

35.53

—

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

34.07

—

Daily win rate, backtest period (backtest)

56.78%

—

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

55.07%

—

Backtest

Backtest final value (from $10,000)

$3557.2B

—

Backtest regulatory fees

$2.2B

—

Backtest slippage cost

$3.7B

—

Returns

Backtest length

3,649

—

Out-of-sample length

503

—

Return, backtest period (annualized) (backtest)

289.38%

—

Return, backtest period (cumulative) (backtest)

35571891k%

—

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

40.93%

67.14%

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

98.61%

4.80%

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

1.31%

—

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

13.82%

4.80%

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

0.33%

—

Return, trailing 1 year (backtest)

13.93%

—

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

13.11%

0.00%

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

2.11%

—

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

6.68%

0.00%

SPY annualized return over the backtest window (backtest)

14.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.24

—

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

0.74

53.07

Maximum drawdown, backtest period (backtest)

-55.25%

—

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

-55.34%

-1.27%

Sharpe ratio, backtest period (backtest)

2.28

—

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

0.84

4.69

Sortino ratio, backtest period (backtest)

4.29

—

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

1.33

—

Standard deviation, backtest period (backtest)

69.66%

—

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

66.09%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

146

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

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