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Trend Playbook with UVXY Hedge and Inverse Nasdaq Downtrend vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

commodities, daily rebalance, inverse etfs, leveraged etfs, long/short, managed futures, momentum/trend, regime switch, volatility hedging

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)

0.43

—

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

1.91

—

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

0.45

—

Trading activity

Annualized turnover, backtest period (backtest)

77.94

—

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

78.10

—

Daily win rate, backtest period (backtest)

57.44%

—

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

56.75%

—

Backtest

Backtest final value (from $10,000)

$21.5M

—

Backtest regulatory fees

$46k

—

Backtest slippage cost

$418k

—

Returns

Backtest length

1,459

—

Out-of-sample length

326

—

Return, backtest period (annualized) (backtest)

276.11%

—

Return, backtest period (cumulative) (backtest)

215k%

—

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

99.96%

261.52%

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

145.75%

6.85%

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

-0.05%

—

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

1.52%

1.95%

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

-5.83%

—

Return, trailing 1 year (backtest)

120.17%

—

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

120.10%

0.00%

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

-1.14%

—

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

22.31%

6.14%

SPY annualized return over the backtest window (backtest)

15.29%

—

Risk metrics

Calmar ratio, backtest period (backtest)

7.85

—

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

2.84

376.45

Maximum drawdown, backtest period (backtest)

-35.17%

—

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

-35.17%

-0.69%

Sharpe ratio, backtest period (backtest)

2.58

—

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

1.61

7.79

Sortino ratio, backtest period (backtest)

4.47

—

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

2.34

—

Standard deviation, backtest period (backtest)

57.84%

—

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

51.64%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.46

—

Construction

Logic complexity (node count)

412

—

Rebalance frequency

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