Side-by-side comparison

Compare investment strategies

UPRO Core with Rate Regime, UVXY and Gold/Dollar Mix vs VIXM Volatility Scaling Hedge with SHV Cash

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 filter, rates regime, tactical allocation, volatility hedge

risk management, tactical allocation, treasuries, vix futures, volatility hedge

Asset classes / instruments

equities

Market-relative

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

0.28

—

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

0.56

—

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

0.19

—

Trading activity

Annualized turnover, backtest period (backtest)

47.20

—

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

53.42

—

Daily win rate, backtest period (backtest)

54.95%

—

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

54.14%

—

Backtest

Backtest final value (from $10,000)

$646.8M

—

Backtest regulatory fees

$2.2M

—

Backtest slippage cost

$20.9M

—

Returns

Backtest length

3,649

—

Out-of-sample length

567

—

Return, backtest period (annualized) (backtest)

114.85%

—

Return, backtest period (cumulative) (backtest)

6468k%

—

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

30.87%

3.45%

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

83.39%

0.13%

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

1.13%

—

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

1.60%

0.00%

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

1.12%

—

Return, trailing 1 year (backtest)

-11.01%

—

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

-11.03%

0.00%

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

0.73%

—

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

-4.82%

0.00%

SPY annualized return over the backtest window (backtest)

14.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.22

—

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

0.60

128.91

Maximum drawdown, backtest period (backtest)

-51.78%

—

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

-51.79%

-0.03%

Sharpe ratio, backtest period (backtest)

1.81

—

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

0.79

10.69

Sortino ratio, backtest period (backtest)

3.44

—

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

1.30

—

Standard deviation, backtest period (backtest)

48.44%

—

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

48.54%

0.35%

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%

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