Side-by-side comparison

Compare investment strategies

TQQQ/SOXL 80/20 Trend with UVXY Overheat Hedge 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)

leveraged etfs, nasdaq-100, rsi/ma signals, semiconductors, tactical timing, treasuries, trend + mean reversion, 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)

0.24

—

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

3.10

—

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

0.70

—

Trading activity

Annualized turnover, backtest period (backtest)

23.75

—

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

16.38

—

Daily win rate, backtest period (backtest)

57.06%

—

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

56.38%

—

Backtest

Backtest final value (from $10,000)

$58.0B

—

Backtest regulatory fees

$33.7M

—

Backtest slippage cost

$324.8M

—

Returns

Backtest length

3,775

—

Out-of-sample length

541

—

Return, backtest period (annualized) (backtest)

182.72%

—

Return, backtest period (cumulative) (backtest)

579790k%

—

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

79.05%

67.14%

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

250.03%

4.80%

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

0.92%

—

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

13.50%

4.80%

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

-1.68%

—

Return, trailing 1 year (backtest)

49.78%

—

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

49.77%

0.00%

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

0.86%

—

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

1.15%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.50

—

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

1.53

53.07

Maximum drawdown, backtest period (backtest)

-52.20%

—

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

-51.76%

-1.27%

Sharpe ratio, backtest period (backtest)

1.87

—

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

1.16

4.69

Sortino ratio, backtest period (backtest)

3.07

—

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

1.79

—

Standard deviation, backtest period (backtest)

67.76%

—

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

71.89%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.74

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

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