Side-by-side comparison

Compare investment strategies

Bond-Confirmed Dip Buying with UVXY Fades 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)

daily rebalancing, leveraged etfs, macro regime, mean reversion + trend, tactical allocation, volatility/vix

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

Asset classes / instruments

equities

Market-relative

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

0.30

—

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

1.46

—

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

0.25

—

Trading activity

Annualized turnover, backtest period (backtest)

114.62

—

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

101.93

—

Daily win rate, backtest period (backtest)

56.94%

—

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

52.70%

—

Backtest

Backtest final value (from $10,000)

$53.6B

—

Backtest regulatory fees

$470.0M

—

Backtest slippage cost

$4.5B

—

Returns

Backtest length

1,728

—

Out-of-sample length

890

—

Return, backtest period (annualized) (backtest)

856.66%

—

Return, backtest period (cumulative) (backtest)

535913k%

—

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

30.52%

3.45%

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

156.43%

0.13%

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

-1.68%

—

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

-1.60%

0.00%

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

11.79%

—

Return, trailing 1 year (backtest)

-41.56%

—

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

-41.59%

0.00%

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

5.90%

—

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

72.61%

0.00%

SPY annualized return over the backtest window (backtest)

16.03%

—

Risk metrics

Calmar ratio, backtest period (backtest)

11.17

—

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

0.40

128.91

Maximum drawdown, backtest period (backtest)

-76.68%

—

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

-76.69%

-0.03%

Sharpe ratio, backtest period (backtest)

2.88

—

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

0.71

10.69

Sortino ratio, backtest period (backtest)

5.71

—

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

1.18

—

Standard deviation, backtest period (backtest)

92.76%

—

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

86.94%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

802

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

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