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Compare investment strategies

UVXY and TQQQ Trend with Safe-Haven Rotation 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, market timing, mean reversion, 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)

0.71

—

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

1.18

—

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

0.29

—

Trading activity

Annualized turnover, backtest period (backtest)

74.40

—

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

82.89

—

Daily win rate, backtest period (backtest)

56.67%

—

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

53.97%

—

Backtest

Backtest final value (from $10,000)

$2182.4B

—

Backtest regulatory fees

$4.5B

—

Backtest slippage cost

$7.6B

—

Returns

Backtest length

3,649

—

Out-of-sample length

580

—

Return, backtest period (annualized) (backtest)

276.47%

—

Return, backtest period (cumulative) (backtest)

21823837k%

—

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

104.23%

3.62%

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

418.77%

2.81%

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

0.76%

—

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

0.88%

0.34%

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

-1.08%

—

Return, trailing 1 year (backtest)

17.15%

—

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

15.25%

86.44%

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

-0.15%

—

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

11.12%

0.95%

SPY annualized return over the backtest window (backtest)

14.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

7.36

—

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

2.84

331.36

Maximum drawdown, backtest period (backtest)

-37.58%

—

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

-36.74%

-0.01%

Sharpe ratio, backtest period (backtest)

2.37

—

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

1.40

18.06

Sortino ratio, backtest period (backtest)

4.59

—

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

2.45

—

Standard deviation, backtest period (backtest)

64.15%

—

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

66.15%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.92

—

Construction

Logic complexity (node count)

546

—

Rebalance corridor width

34.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

102

—

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