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UVXY Simple Portfolio Regime Switcher, Bond/Dividend Hedges 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, regime switching, tactical, tech/semis focus, 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)

0.39

—

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

0.92

—

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

0.37

—

Trading activity

Annualized turnover, backtest period (backtest)

66.13

—

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

63.97

—

Daily win rate, backtest period (backtest)

60.46%

—

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

55.58%

—

Backtest

Backtest final value (from $10,000)

$265.1M

—

Backtest regulatory fees

$719k

—

Backtest slippage cost

$6.8M

—

Returns

Backtest length

1,725

—

Out-of-sample length

869

—

Return, backtest period (annualized) (backtest)

342.41%

—

Return, backtest period (cumulative) (backtest)

2651k%

—

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

66.82%

67.14%

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

485.17%

4.80%

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

-0.38%

—

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

3.17%

4.80%

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

0.50%

—

Return, trailing 1 year (backtest)

20.67%

—

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

20.63%

0.00%

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

0.50%

—

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

27.87%

0.00%

SPY annualized return over the backtest window (backtest)

15.85%

—

Risk metrics

Calmar ratio, backtest period (backtest)

10.94

—

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

2.13

53.07

Maximum drawdown, backtest period (backtest)

-31.30%

—

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

-31.31%

-1.27%

Sharpe ratio, backtest period (backtest)

3.59

—

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

1.55

4.69

Sortino ratio, backtest period (backtest)

8.95

—

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

2.90

—

Standard deviation, backtest period (backtest)

44.12%

—

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

37.39%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.22

—

Construction

Logic complexity (node count)

4,370

—

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