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UAT TQQQ/SOXL Rotation with K Wave Hedges 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, momentum + mean-reversion, semiconductor-focus, tactical rotation, volatility hedging

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)

0.14

—

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

1.00

—

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

0.28

—

Trading activity

Annualized turnover, backtest period (backtest)

104.50

—

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

111.27

—

Daily win rate, backtest period (backtest)

55.09%

—

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

50.85%

—

Backtest

Backtest final value (from $10,000)

$8.6B

—

Backtest regulatory fees

$48.5M

—

Backtest slippage cost

$467.8M

—

Returns

Backtest length

3,636

—

Out-of-sample length

1,003

—

Return, backtest period (annualized) (backtest)

157.79%

—

Return, backtest period (cumulative) (backtest)

86202k%

—

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

22.60%

67.14%

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

125.19%

4.80%

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

-1.98%

—

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

3.46%

4.80%

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

-8.55%

—

Return, trailing 1 year (backtest)

32.52%

—

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

32.48%

0.00%

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

-6.88%

—

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

-3.18%

0.00%

SPY annualized return over the backtest window (backtest)

14.75%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.95

—

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

0.52

53.07

Maximum drawdown, backtest period (backtest)

-53.47%

—

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

-43.46%

-1.27%

Sharpe ratio, backtest period (backtest)

1.90

—

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

0.65

4.69

Sortino ratio, backtest period (backtest)

3.03

—

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

0.94

—

Standard deviation, backtest period (backtest)

58.98%

—

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

55.83%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.54

—

Construction

Logic complexity (node count)

478

—

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