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UVXY Fear Thermometer: Volatility, Semis or 3x Dips 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)

event-driven, leveraged etfs, mean reversion, risk-on/risk-off, tactical rotation, volatility momentum

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)

0.14

—

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

0.24

—

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

0.24

—

Trading activity

Annualized turnover, backtest period (backtest)

6.53

—

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

5.93

—

Daily win rate, backtest period (backtest)

46.78%

—

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

77.90%

—

Backtest

Backtest final value (from $10,000)

$540k

—

Backtest regulatory fees

$346

—

Backtest slippage cost

$2,690

—

Returns

Backtest length

3,760

—

Out-of-sample length

552

—

Return, backtest period (annualized) (backtest)

30.64%

—

Return, backtest period (cumulative) (backtest)

5301%

—

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

19.28%

3.62%

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

46.61%

2.81%

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

0.03%

—

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

0.34%

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

0.08%

—

Return, trailing 1 year (backtest)

-5.34%

—

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

-5.28%

86.44%

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

0.14%

—

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

0.95%

SPY annualized return over the backtest window (backtest)

14.98%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.33

—

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

1.29

331.36

Maximum drawdown, backtest period (backtest)

-23.08%

—

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

-14.98%

-0.01%

Sharpe ratio, backtest period (backtest)

0.96

—

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

1.15

18.06

Sortino ratio, backtest period (backtest)

3.46

—

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

1.84

—

Standard deviation, backtest period (backtest)

32.28%

—

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

16.51%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.98

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

126

—

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