Side-by-side comparison

Compare investment strategies

50/50 TQQQ Dip Buyer and Tactical 3x/Inverse Engine vs VIXM Volatility Scaling Hedge with SHV Cash

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)

bond-regime, leveraged etfs, mean reversion, tactical allocation, tech/semis focus, trend-following, volatility hedging

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

Asset classes / instruments

equities

Market-relative

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

0.39

—

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

1.78

—

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

0.50

—

Trading activity

Annualized turnover, backtest period (backtest)

74.58

—

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

68.69

—

Daily win rate, backtest period (backtest)

59.03%

—

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

54.88%

—

Backtest

Backtest final value (from $10,000)

$1.5B

—

Backtest regulatory fees

$4.4M

—

Backtest slippage cost

$42.0M

—

Returns

Backtest length

1,728

—

Out-of-sample length

984

—

Return, backtest period (annualized) (backtest)

470.16%

—

Return, backtest period (cumulative) (backtest)

15380k%

—

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

86.99%

3.45%

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

1055%

0.13%

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

-0.19%

—

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

12.34%

0.00%

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

5.82%

—

Return, trailing 1 year (backtest)

24.26%

—

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

24.22%

0.00%

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

8.15%

—

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

32.33%

0.00%

SPY annualized return over the backtest window (backtest)

16.03%

—

Risk metrics

Calmar ratio, backtest period (backtest)

11.46

—

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

2.12

128.91

Maximum drawdown, backtest period (backtest)

-41.01%

—

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

-41.02%

-0.03%

Sharpe ratio, backtest period (backtest)

3.05

—

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

1.42

10.69

Sortino ratio, backtest period (backtest)

5.90

—

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

2.35

—

Standard deviation, backtest period (backtest)

63.53%

—

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

54.14%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.51

—

Construction

Logic complexity (node count)

1,326

—

Rebalance corridor width

9.00%

10.00%

Rebalance frequency

none

Popularity

Remixes (copies)

2,491

—

Watchers

800

—

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