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YieldMax Income ETF Rotation with SPXU Volatility Hedge 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 rebalance, inverse etf hedge, momentum, single‑stock option‑income etfs, volatility trigger

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)

0.06

—

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

0.86

—

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

0.46

—

Trading activity

Annualized turnover, backtest period (backtest)

24.55

—

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

25.52

—

Daily win rate, backtest period (backtest)

56.16%

—

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

55.84%

—

Backtest

Backtest final value (from $10,000)

$20k

—

Backtest regulatory fees

$53

—

Backtest slippage cost

$245

—

Returns

Backtest length

739

—

Out-of-sample length

711

—

Return, backtest period (annualized) (backtest)

25.70%

—

Return, backtest period (cumulative) (backtest)

95.76%

—

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

22.71%

67.14%

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

78.30%

4.80%

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

1.53%

—

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

7.17%

4.80%

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

2.16%

—

Return, trailing 1 year (backtest)

-1.94%

—

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

-1.93%

0.00%

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

3.01%

—

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

20.48%

0.00%

SPY annualized return over the backtest window (backtest)

25.88%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.76

—

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

0.67

53.07

Maximum drawdown, backtest period (backtest)

-34.00%

—

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

-33.99%

-1.27%

Sharpe ratio, backtest period (backtest)

0.95

—

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

0.86

4.69

Sortino ratio, backtest period (backtest)

1.43

—

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

1.28

—

Standard deviation, backtest period (backtest)

28.20%

—

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

28.65%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

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