Side-by-side comparison

Compare investment strategies

40% Cash with QQQ/Costco or Bond Rotation vs VIXM Volatility Scaling Hedge with SHV Cash

Every published figureShow 13 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

bonds, cash buffer, concentration risk, momentum, tactical allocation, trend-following, us equities

risk management, tactical allocation, treasuries, vix futures, volatility hedge

Asset classes / instruments

equities

Risk metrics

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

1.58

128.91

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

-11.22%

-0.03%

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

1.02

10.69

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

17.54%

0.35%

Construction

Rebalance corridor width

—

10.00%

Rebalance frequency

monthly

none

Returns

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

17.77%

3.45%

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

20.24%

0.13%

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

0.87%

0.00%

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

12.17%

0.00%

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

-1.29%

0.00%

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