Side-by-side comparison

Compare investment strategies

UVXY Fear Hedge and Dividend Risk-On/Off Switcher 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)

leveraged etfs, momentum & mean reversion, risk-on/risk-off, tactical allocation, volatility hedging

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)

0.32

—

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

0.95

—

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

0.45

—

Trading activity

Annualized turnover, backtest period (backtest)

45.69

—

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

49.20

—

Daily win rate, backtest period (backtest)

59.23%

—

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

57.86%

—

Backtest

Backtest final value (from $10,000)

$542.0M

—

Backtest regulatory fees

$1.2M

—

Backtest slippage cost

$11.1M

—

Returns

Backtest length

3,100

—

Out-of-sample length

859

—

Return, backtest period (annualized) (backtest)

142.50%

—

Return, backtest period (cumulative) (backtest)

5420k%

—

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

60.19%

67.14%

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

399.32%

4.80%

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

0.10%

—

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

3.19%

4.80%

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

0.16%

—

Return, trailing 1 year (backtest)

32.08%

—

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

32.05%

0.00%

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

0.50%

—

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

13.92%

0.00%

SPY annualized return over the backtest window (backtest)

13.89%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.25

—

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

2.64

53.07

Maximum drawdown, backtest period (backtest)

-22.79%

—

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

-22.80%

-1.27%

Sharpe ratio, backtest period (backtest)

2.57

—

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

1.67

4.69

Sortino ratio, backtest period (backtest)

5.50

—

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

2.88

—

Standard deviation, backtest period (backtest)

37.01%

—

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

31.14%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.23

—

Construction

Logic complexity (node count)

1,798

—

Rebalance corridor width

1.00%

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