Side-by-side comparison

Compare investment strategies

UPRO Long-Term Trend with Hedge Rotation vs 50/50 Hedged Rotation and TQQQ Dip-Buy

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay

—

Hedge / defensive overlay: Volatility products (VIX)

—

Leverage use

—

Rebalance schedule

—

Trading signal: Relative strength vs another asset

—

Trading signal: RSI overbought / oversold

—

Trading signal: Trend (moving averages)

—

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 rebalanced, leveraged etfs, mean reversion, risk-on/risk-off, tactical allocation, trend following, volatility hedge

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)

0.26

—

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

1.98

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

32.09

—

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

30.23

—

Daily win rate, backtest period (backtest)

55.31%

—

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

52.60%

—

Backtest

Backtest final value (from $10,000)

$6.6B

—

Backtest regulatory fees

$7.4M

—

Backtest slippage cost

$71.1M

—

Returns

Backtest length

3,775

—

Out-of-sample length

519

—

Return, backtest period (annualized) (backtest)

144.58%

—

Return, backtest period (cumulative) (backtest)

66101k%

—

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

66.46%

3.62%

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

186.20%

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)

57.73%

—

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

57.70%

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)

3.33

—

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

1.53

331.36

Maximum drawdown, backtest period (backtest)

-43.46%

—

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

-43.46%

-0.01%

Sharpe ratio, backtest period (backtest)

1.98

—

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

1.29

18.06

Sortino ratio, backtest period (backtest)

3.50

—

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

2.14

—

Standard deviation, backtest period (backtest)

51.83%

—

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

48.37%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.99

—

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