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Compare investment strategies

UVXY Simple Portfolio Merged with TEC/SOX/HIB Swing 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)

leveraged etfs, mean reversion, momentum, regime switching, tactical allocation, tech & semiconductors, 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)

0.44

—

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

1.05

—

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

0.36

—

Trading activity

Annualized turnover, backtest period (backtest)

74.29

—

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

71.14

—

Daily win rate, backtest period (backtest)

60.29%

—

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

55.24%

—

Backtest

Backtest final value (from $10,000)

$1.1B

—

Backtest regulatory fees

$3.0M

—

Backtest slippage cost

$28.5M

—

Returns

Backtest length

1,725

—

Out-of-sample length

869

—

Return, backtest period (annualized) (backtest)

441.03%

—

Return, backtest period (cumulative) (backtest)

10519k%

—

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

76.17%

3.62%

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

606.40%

2.81%

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

-0.41%

—

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

3.59%

0.34%

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

0.47%

—

Return, trailing 1 year (backtest)

21.76%

—

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

21.72%

86.44%

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

0.45%

—

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

32.70%

0.95%

SPY annualized return over the backtest window (backtest)

15.85%

—

Risk metrics

Calmar ratio, backtest period (backtest)

12.49

—

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

2.16

331.36

Maximum drawdown, backtest period (backtest)

-35.31%

—

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

-35.31%

-0.01%

Sharpe ratio, backtest period (backtest)

3.56

—

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

1.52

18.06

Sortino ratio, backtest period (backtest)

8.90

—

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

2.85

—

Standard deviation, backtest period (backtest)

50.91%

—

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

43.30%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.26

—

Construction

Logic complexity (node count)

4,340

—

Rebalance corridor width

1.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

363

—

Watchers

130

—

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