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Adaptive All-Weather: Rate-Aware 2x/3x Stocks and Bonds 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)

all-weather, bonds, commodities, equities, leveraged/inverse etfs, multi-asset, rates trend, tactical allocation, usd, volatility switch

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

Asset classes / instruments

equities

Market-relative

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

0.09

—

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

0.56

—

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

0.48

—

Trading activity

Annualized turnover, backtest period (backtest)

29.00

—

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

37.28

—

Daily win rate, backtest period (backtest)

56.40%

—

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

52.65%

—

Backtest

Backtest final value (from $10,000)

$115k

—

Backtest regulatory fees

$464

—

Backtest slippage cost

$3,359

—

Returns

Backtest length

2,516

—

Out-of-sample length

980

—

Return, backtest period (annualized) (backtest)

27.65%

—

Return, backtest period (cumulative) (backtest)

1045%

—

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

20.25%

3.45%

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

105.01%

0.13%

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

-0.04%

—

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

3.58%

0.00%

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

0.56%

—

Return, trailing 1 year (backtest)

2.96%

—

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

2.96%

0.00%

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

1.23%

—

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

2.72%

0.00%

SPY annualized return over the backtest window (backtest)

15.53%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.51

—

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

1.10

128.91

Maximum drawdown, backtest period (backtest)

-18.33%

—

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

-18.33%

-0.03%

Sharpe ratio, backtest period (backtest)

1.62

—

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

1.14

10.69

Sortino ratio, backtest period (backtest)

2.42

—

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

1.67

—

Standard deviation, backtest period (backtest)

15.83%

—

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

17.47%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

Rebalance frequency

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