Side-by-side comparison

Compare investment strategies

90s Sort: Top-3 Stock Baskets with Bond Fallback 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)

momentum and mean reversion, multi-strategy ensemble, tactical equity-bond rotation, us large-cap, volatility targeting

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

Asset classes / instruments

equities

Risk metrics

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

1.43

128.91

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

-12.53%

-0.03%

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

0.85

10.69

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

22.66%

0.35%

Construction

Rebalance corridor width

90.00%

10.00%

Rebalance frequency

none

Returns

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

17.97%

3.45%

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

6.64%

0.13%

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

4.29%

0.00%

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

29.60%

0.00%

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

1.51%

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