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YieldMax Option-Income Top-2 with SPXU Volatility Switch vs AutoSignals TQQQ vs SH Trend Switch

Every published figureShow 42 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 equity hedge, momentum (rsi), option-income etfs, tactical rotation, volatility trigger

daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Market-relative

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

0.04

—

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

1.05

—

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

0.60

—

Trading activity

Annualized turnover, backtest period (backtest)

33.28

—

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

34.22

—

Daily win rate, backtest period (backtest)

56.26%

—

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

55.73%

—

Backtest

Backtest final value (from $10,000)

$21k

—

Backtest regulatory fees

$75

—

Backtest slippage cost

$290

—

Returns

Backtest length

727

—

Out-of-sample length

707

—

Return, backtest period (annualized) (backtest)

29.59%

—

Return, backtest period (cumulative) (backtest)

111.44%

—

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

24.42%

147.30%

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

84.75%

8.62%

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

-0.16%

—

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

1.96%

8.61%

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

-0.59%

—

Return, trailing 1 year (backtest)

35.78%

—

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

35.82%

0.00%

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

-2.35%

—

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

-4.64%

0.00%

SPY annualized return over the backtest window (backtest)

22.54%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.90

—

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

0.74

173.27

Maximum drawdown, backtest period (backtest)

-33.00%

—

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

-32.98%

-0.85%

Sharpe ratio, backtest period (backtest)

1.10

—

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

0.95

6.68

Sortino ratio, backtest period (backtest)

1.68

—

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

1.44

—

Standard deviation, backtest period (backtest)

26.84%

—

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

26.94%

14.34%

Quality

Community review status

ACTIVE

—

Holdings

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

0.50

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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