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Compare investment strategies

UPRO Long-Term: 3x S&P Trend, VIX Flip, SPXU/TLT Defense vs 50/50 Hedged Rotation and TQQQ Dip-Buy

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, tactical allocation, treasuries, trend following, us equities, volatility

leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.10

—

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

2.20

—

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

0.73

—

Trading activity

Annualized turnover, backtest period (backtest)

21.36

—

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

15.54

—

Daily win rate, backtest period (backtest)

55.66%

—

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

53.37%

—

Backtest

Backtest final value (from $10,000)

$2.0B

—

Backtest regulatory fees

$1.6M

—

Backtest slippage cost

$15.6M

—

Returns

Backtest length

3,775

—

Out-of-sample length

519

—

Return, backtest period (annualized) (backtest)

125.47%

—

Return, backtest period (cumulative) (backtest)

19536k%

—

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

46.68%

3.62%

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

120.44%

2.81%

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

1.69%

—

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

5.98%

0.34%

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

3.21%

—

Return, trailing 1 year (backtest)

31.82%

—

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

31.81%

86.44%

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

2.31%

—

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

8.04%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.76

—

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

1.07

331.36

Maximum drawdown, backtest period (backtest)

-45.41%

—

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

-43.46%

-0.01%

Sharpe ratio, backtest period (backtest)

1.80

—

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

1.02

18.06

Sortino ratio, backtest period (backtest)

3.10

—

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

1.64

—

Standard deviation, backtest period (backtest)

52.76%

—

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

49.14%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

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