Side-by-side comparison

Compare investment strategies

UVXY Simple Portfolio Fading Overheated Stocks 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)

hedging, leveraged etfs, momentum, risk-on/risk-off, sector rotation, tactical allocation, volatility timing

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)

0.41

—

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

0.89

—

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

0.36

—

Trading activity

Annualized turnover, backtest period (backtest)

46.41

—

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

49.49

—

Daily win rate, backtest period (backtest)

57.87%

—

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

55.93%

—

Backtest

Backtest final value (from $10,000)

$461.4M

—

Backtest regulatory fees

$973k

—

Backtest slippage cost

$9.3M

—

Returns

Backtest length

3,100

—

Out-of-sample length

869

—

Return, backtest period (annualized) (backtest)

139.34%

—

Return, backtest period (cumulative) (backtest)

4614k%

—

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

70.30%

3.62%

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

528.44%

2.81%

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

0.23%

—

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

0.85%

0.34%

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

-0.02%

—

Return, trailing 1 year (backtest)

27.34%

—

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

27.30%

86.44%

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

0.50%

—

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

11.47%

0.95%

SPY annualized return over the backtest window (backtest)

13.89%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.54

—

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

3.01

331.36

Maximum drawdown, backtest period (backtest)

-25.16%

—

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

-23.38%

-0.01%

Sharpe ratio, backtest period (backtest)

2.35

—

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

1.64

18.06

Sortino ratio, backtest period (backtest)

4.95

—

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

3.04

—

Standard deviation, backtest period (backtest)

40.43%

—

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

36.41%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.28

—

Construction

Logic complexity (node count)

663

—

Rebalance corridor width

1.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

453

—

Watchers

158

—

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