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VIXn' Volatility-First TQQQ/SVXY/UVXY Switcher 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)

daily rebalanced, defensive hedging, leveraged etfs, regime switching, sector rotation, trend & mean reversion, 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)

0.22

—

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

1.61

—

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

0.68

—

Trading activity

Annualized turnover, backtest period (backtest)

62.09

—

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

61.04

—

Daily win rate, backtest period (backtest)

59.28%

—

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

59.31%

—

Backtest

Backtest final value (from $10,000)

$968.5M

—

Backtest regulatory fees

$3.0M

—

Backtest slippage cost

$28.7M

—

Returns

Backtest length

3,755

—

Out-of-sample length

988

—

Return, backtest period (annualized) (backtest)

116.04%

—

Return, backtest period (cumulative) (backtest)

9685k%

—

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

62.67%

67.14%

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

574.99%

4.80%

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

0.93%

—

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

2.11%

4.80%

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

0.15%

—

Return, trailing 1 year (backtest)

16.92%

—

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

16.89%

0.00%

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

-0.17%

—

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

16.85%

0.00%

SPY annualized return over the backtest window (backtest)

15.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.13

—

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

2.09

53.07

Maximum drawdown, backtest period (backtest)

-37.07%

—

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

-29.98%

-1.27%

Sharpe ratio, backtest period (backtest)

1.95

—

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

1.52

4.69

Sortino ratio, backtest period (backtest)

3.49

—

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

2.58

—

Standard deviation, backtest period (backtest)

44.26%

—

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

36.34%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.64

—

Construction

Logic complexity (node count)

105

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

445

—

Watchers

171

—

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