Side-by-side comparison

Compare investment strategies

Bear Market Nasdaq Long/Short with T-Bill Default vs 100% SGOV Treasury Bill Cash Holder

Every published figureShow 12 attributes

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

Classification

AI categories (Composer)

bear-market, bonds/cash overlay, daily rebalance, leveraged/inverse etfs, nasdaq-focused, tactical allocation, trend + mean reversion

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

Asset classes / instruments

equities

Risk metrics

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

0.82

45148.96

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

-16.51%

-0.00%

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

0.70

20.28

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

21.31%

0.18%

Construction

Rebalance frequency

daily

Returns

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

13.55%

3.61%

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

30.51%

0.76%

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

0.34%

0.32%

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

4.93%

0.00%

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

0.95%

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