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Compare investment strategies

UVXY Simple Portfolio with Pops (Short-Term Signals) 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, mean reversion, momentum and trend, risk-on/risk-off, tactical rotation, treasuries/cash safety, volatility (vix), volatility timing

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)

0.36

—

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

0.90

—

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

0.36

—

Trading activity

Annualized turnover, backtest period (backtest)

59.71

—

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

61.08

—

Daily win rate, backtest period (backtest)

58.84%

—

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

54.78%

—

Backtest

Backtest final value (from $10,000)

$9.2B

—

Backtest regulatory fees

$27.5M

—

Backtest slippage cost

$265.3M

—

Returns

Backtest length

3,100

—

Out-of-sample length

869

—

Return, backtest period (annualized) (backtest)

205.32%

—

Return, backtest period (cumulative) (backtest)

92281k%

—

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

60.71%

67.14%

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

414.40%

4.80%

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

-0.13%

—

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

1.42%

4.80%

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

2.00%

—

Return, trailing 1 year (backtest)

8.26%

—

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

8.23%

0.00%

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

1.58%

—

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

19.30%

0.00%

SPY annualized return over the backtest window (backtest)

13.89%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.99

—

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

2.07

53.07

Maximum drawdown, backtest period (backtest)

-29.39%

—

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

-29.39%

-1.27%

Sharpe ratio, backtest period (backtest)

2.80

—

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

1.45

4.69

Sortino ratio, backtest period (backtest)

6.20

—

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

2.61

—

Standard deviation, backtest period (backtest)

43.12%

—

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

37.29%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

2,507

—

Rebalance corridor width

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

180

—

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