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UPRO Long-Term Market Timer with UVXY 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)

high risk, leveraged/inverse etfs, tactical timing, treasuries, trend + mean reversion, us equities (s&p/tech), volatility hedge

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)

0.17

—

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

2.38

—

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

0.82

—

Trading activity

Annualized turnover, backtest period (backtest)

29.59

—

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

28.15

—

Daily win rate, backtest period (backtest)

55.87%

—

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

55.19%

—

Backtest

Backtest final value (from $10,000)

$1.3B

—

Backtest regulatory fees

$1.6M

—

Backtest slippage cost

$15.0M

—

Returns

Backtest length

3,775

—

Out-of-sample length

636

—

Return, backtest period (annualized) (backtest)

119.49%

—

Return, backtest period (cumulative) (backtest)

13060k%

—

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

64.70%

67.14%

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

252.97%

4.80%

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

1.69%

—

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

5.98%

4.80%

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

3.21%

—

Return, trailing 1 year (backtest)

34.11%

—

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

34.10%

0.00%

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

2.31%

—

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

8.04%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.36

—

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

1.82

53.07

Maximum drawdown, backtest period (backtest)

-35.61%

—

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

-35.61%

-1.27%

Sharpe ratio, backtest period (backtest)

1.76

—

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

1.30

4.69

Sortino ratio, backtest period (backtest)

3.07

—

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

2.18

—

Standard deviation, backtest period (backtest)

52.00%

—

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

46.15%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.93

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

3.00%

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

182

—

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