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Compare investment strategies

Vol Hedge UVXY, TQQQ or Defensive Mix 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)

defensive assets, leveraged etfs, momentum/mean reversion, tactical timing, volatility hedge

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)

0.14

—

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

0.84

—

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

0.45

—

Trading activity

Annualized turnover, backtest period (backtest)

18.99

—

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

18.29

—

Daily win rate, backtest period (backtest)

53.51%

—

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

56.54%

—

Backtest

Backtest final value (from $10,000)

$6.1M

—

Backtest regulatory fees

$8,066

—

Backtest slippage cost

$68k

—

Returns

Backtest length

3,775

—

Out-of-sample length

879

—

Return, backtest period (annualized) (backtest)

53.36%

—

Return, backtest period (cumulative) (backtest)

61k%

—

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

32.34%

3.62%

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

166.07%

2.81%

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

0.57%

—

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

-0.49%

0.34%

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

0.60%

—

Return, trailing 1 year (backtest)

12.64%

—

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

12.63%

86.44%

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

-0.21%

—

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

10.85%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.99

—

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

1.39

331.36

Maximum drawdown, backtest period (backtest)

-26.87%

—

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

-23.28%

-0.01%

Sharpe ratio, backtest period (backtest)

1.46

—

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

1.14

18.06

Sortino ratio, backtest period (backtest)

3.58

—

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

2.31

—

Standard deviation, backtest period (backtest)

32.63%

—

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

27.73%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.38

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

9.00%

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