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Compare investment strategies

UPRO/TMF Trend Sleeves with Tactical Dip Sleeve 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)

leveraged etfs, macro regime, momentum rotation, tactical asset allocation, trend following, volatility hedging

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)

0.16

—

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

0.41

—

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

0.28

—

Trading activity

Annualized turnover, backtest period (backtest)

45.08

—

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

33.90

—

Daily win rate, backtest period (backtest)

56.72%

—

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

49.86%

—

Backtest

Backtest final value (from $10,000)

$45.6M

—

Backtest regulatory fees

$100k

—

Backtest slippage cost

$904k

—

Returns

Backtest length

3,713

—

Out-of-sample length

363

—

Return, backtest period (annualized) (backtest)

77.12%

—

Return, backtest period (cumulative) (backtest)

456k%

—

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

23.34%

3.62%

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

34.72%

2.81%

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

0.24%

—

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

-1.77%

0.34%

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

4.02%

—

Return, trailing 1 year (backtest)

35.43%

—

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

31.93%

86.44%

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

5.66%

—

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

10.00%

0.95%

SPY annualized return over the backtest window (backtest)

14.81%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.88

—

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

3.08

331.36

Maximum drawdown, backtest period (backtest)

-26.82%

—

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

-7.57%

-0.01%

Sharpe ratio, backtest period (backtest)

2.03

—

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

1.23

18.06

Sortino ratio, backtest period (backtest)

4.53

—

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

3.86

—

Standard deviation, backtest period (backtest)

30.28%

—

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

18.43%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.77

—

Construction

Logic complexity (node count)

422

—

Rebalance corridor width

1.00%

9.00%

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