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UVXY on 2-Day S&P Volatility Spike, Else T-Bills vs Better Than a CD: Tech Trend with T-Bill Defense

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)

cash/t-bills, crash-capture, tactical, tail-risk hedge, vix futures (uvxy), volatility spike trading

bonds/gold, inverse/short, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, trend-following, volatility hedged

Asset classes / instruments

equities

Market-relative

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

0.20

—

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

-0.24

—

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

-0.20

—

Trading activity

Annualized turnover, backtest period (backtest)

0.53

—

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

0.99

—

Daily win rate, backtest period (backtest)

46.71%

—

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

78.00%

—

Backtest

Backtest final value (from $10,000)

$46k

—

Backtest regulatory fees

—

Backtest slippage cost

$43

—

Returns

Backtest length

3,781

—

Out-of-sample length

509

—

Return, backtest period (annualized) (backtest)

10.73%

—

Return, backtest period (cumulative) (backtest)

361.44%

—

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

15.81%

4.85%

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

34.12%

4.53%

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

0.03%

—

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

0.34%

0.38%

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

0.08%

—

Return, trailing 1 year (backtest)

3.65%

—

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

3.71%

6.30%

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

0.14%

—

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

0.95%

1.75%

SPY annualized return over the backtest window (backtest)

15.65%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.72

—

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

4.90

9.16

Maximum drawdown, backtest period (backtest)

-14.98%

—

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

-3.23%

-0.53%

Sharpe ratio, backtest period (backtest)

0.56

—

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

0.82

3.47

Sortino ratio, backtest period (backtest)

2.97

—

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

7.16

—

Standard deviation, backtest period (backtest)

21.28%

—

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

20.07%

1.37%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

—

Rebalance frequency

none

daily

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