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TQQQ 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)

daily rebalance, leveraged etfs, mean reversion, multi-timeframe, tactical, tech/semis, trend following, volatility

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)

0.33

—

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

2.79

—

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

0.76

—

Trading activity

Annualized turnover, backtest period (backtest)

25.59

—

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

25.80

—

Daily win rate, backtest period (backtest)

56.00%

—

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

56.21%

—

Backtest

Backtest final value (from $10,000)

$4.1B

—

Backtest regulatory fees

$2.9M

—

Backtest slippage cost

$27.8M

—

Returns

Backtest length

3,775

—

Out-of-sample length

459

—

Return, backtest period (annualized) (backtest)

136.99%

—

Return, backtest period (cumulative) (backtest)

41204k%

—

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

84.05%

67.14%

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

204.52%

4.80%

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

1.31%

—

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

15.41%

4.80%

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

0.65%

—

Return, trailing 1 year (backtest)

47.70%

—

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

47.69%

0.00%

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

2.43%

—

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

14.63%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.92

—

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

2.27

53.07

Maximum drawdown, backtest period (backtest)

-46.96%

—

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

-36.96%

-1.27%

Sharpe ratio, backtest period (backtest)

1.71

—

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

1.29

4.69

Sortino ratio, backtest period (backtest)

2.83

—

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

2.12

—

Standard deviation, backtest period (backtest)

61.22%

—

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

61.75%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.95

—

Construction

Logic complexity (node count)

340

—

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