Side-by-side comparison

Compare investment strategies

ARK 2x Long/Short Rotation with Hedges 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)

leveraged etfs, long/short, macro bond/dollar overlay, tactical ark/innovation focus, trend + mean reversion, volatility hedges

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

Asset classes / instruments

equities

Market-relative

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

0.31

—

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

0.95

—

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

0.26

—

Trading activity

Annualized turnover, backtest period (backtest)

113.66

—

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

111.37

—

Daily win rate, backtest period (backtest)

52.88%

—

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

49.40%

—

Backtest

Backtest final value (from $10,000)

$1.5M

—

Backtest regulatory fees

$8,427

—

Backtest slippage cost

$63k

—

Returns

Backtest length

1,093

—

Out-of-sample length

917

—

Return, backtest period (annualized) (backtest)

217.02%

—

Return, backtest period (cumulative) (backtest)

15k%

—

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

43.96%

3.45%

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

277.14%

0.13%

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

3.04%

—

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

-7.67%

0.00%

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

2.13%

—

Return, trailing 1 year (backtest)

13.67%

—

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

13.66%

0.00%

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

3.99%

—

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

11.38%

0.00%

SPY annualized return over the backtest window (backtest)

17.57%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.34

—

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

1.28

128.91

Maximum drawdown, backtest period (backtest)

-34.23%

—

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

-34.23%

-0.03%

Sharpe ratio, backtest period (backtest)

2.26

—

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

0.92

10.69

Sortino ratio, backtest period (backtest)

4.84

—

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

1.75

—

Standard deviation, backtest period (backtest)

58.15%

—

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

53.65%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.88

—

Construction

Logic complexity (node count)

248

—

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