Side-by-side comparison

Compare investment strategies

UVXY Simple Portfolio with Pops and Dip-Buy Merge 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, risk-on/risk-off, tactical asset allocation, tech/semiconductors, trend + mean reversion, volatility trading

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)

0.37

—

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

0.75

—

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

0.35

—

Trading activity

Annualized turnover, backtest period (backtest)

60.25

—

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

58.74

—

Daily win rate, backtest period (backtest)

60.35%

—

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

55.47%

—

Backtest

Backtest final value (from $10,000)

$100.4M

—

Backtest regulatory fees

$275k

—

Backtest slippage cost

$2.6M

—

Returns

Backtest length

1,725

—

Out-of-sample length

869

—

Return, backtest period (annualized) (backtest)

283.96%

—

Return, backtest period (cumulative) (backtest)

1004k%

—

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

61.31%

67.14%

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

421.12%

4.80%

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

-0.14%

—

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

2.90%

4.80%

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

0.75%

—

Return, trailing 1 year (backtest)

16.89%

—

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

16.86%

0.00%

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

0.75%

—

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

18.82%

0.00%

SPY annualized return over the backtest window (backtest)

15.85%

—

Risk metrics

Calmar ratio, backtest period (backtest)

11.57

—

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

2.50

53.07

Maximum drawdown, backtest period (backtest)

-24.54%

—

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

-24.54%

-1.27%

Sharpe ratio, backtest period (backtest)

3.51

—

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

1.65

4.69

Sortino ratio, backtest period (backtest)

9.10

—

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

2.99

—

Standard deviation, backtest period (backtest)

40.60%

—

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

32.17%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.21

—

Construction

Logic complexity (node count)

3,250

—

Rebalance corridor width

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

121

—

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