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UVXY Fear Gate with Trend-Based Large-Cap Stock Picks vs Rising Rates Volatility Switch Risk-Parity Mix

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)

defensive sleeve, inverse-vol weighting, trend-following, us large-cap rotation, volatility timing

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

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)

2.35

—

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

0.76

—

Trading activity

Annualized turnover, backtest period (backtest)

8.22

—

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

7.42

—

Daily win rate, backtest period (backtest)

56.58%

—

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

54.94%

—

Backtest

Backtest final value (from $10,000)

$44k

—

Backtest regulatory fees

$31

—

Backtest slippage cost

$134

—

Returns

Backtest length

684

—

Out-of-sample length

162

—

Return, backtest period (annualized) (backtest)

72.52%

—

Return, backtest period (cumulative) (backtest)

340.35%

—

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

80.06%

3.62%

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

44.26%

2.81%

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

-4.33%

—

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

1.95%

0.34%

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

-5.61%

—

Return, trailing 1 year (backtest)

38.84%

—

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

0.00%

6.30%

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

-7.98%

—

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

-4.96%

0.95%

SPY annualized return over the backtest window (backtest)

19.53%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.37

—

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

3.10

331.36

Maximum drawdown, backtest period (backtest)

-30.60%

—

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

-25.83%

-0.01%

Sharpe ratio, backtest period (backtest)

1.59

—

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

1.66

18.06

Sortino ratio, backtest period (backtest)

2.38

—

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

2.00

—

Standard deviation, backtest period (backtest)

39.19%

—

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

40.66%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.12

—

Construction

Logic complexity (node count)

180

—

Rebalance corridor width

0.10%

5.00%

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