Side-by-side comparison

Compare investment strategies

Bond-Driven 3x Long/Short and Volatility Rotation 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)

hedged, leveraged etfs, market timing, momentum, tactical allocation, tech-heavy, trend-following, volatility trading

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

Asset classes / instruments

equities

Market-relative

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

0.07

—

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

1.18

—

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

0.66

—

Trading activity

Annualized turnover, backtest period (backtest)

13.57

—

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

15.38

—

Daily win rate, backtest period (backtest)

59.98%

—

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

60.47%

—

Backtest

Backtest final value (from $10,000)

$1.1M

—

Backtest regulatory fees

$1,380

—

Backtest slippage cost

$10k

—

Returns

Backtest length

3,721

—

Out-of-sample length

807

—

Return, backtest period (annualized) (backtest)

37.46%

—

Return, backtest period (cumulative) (backtest)

11k%

—

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

29.90%

3.45%

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

131.33%

0.13%

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

0.29%

—

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

1.60%

0.00%

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

-0.17%

—

Return, trailing 1 year (backtest)

40.15%

—

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

40.15%

0.00%

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

0.31%

—

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

11.68%

0.00%

SPY annualized return over the backtest window (backtest)

15.22%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.64

—

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

1.44

128.91

Maximum drawdown, backtest period (backtest)

-58.19%

—

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

-20.72%

-0.03%

Sharpe ratio, backtest period (backtest)

1.29

—

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

1.09

10.69

Sortino ratio, backtest period (backtest)

1.90

—

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

2.24

—

Standard deviation, backtest period (backtest)

27.77%

—

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

26.98%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.26

—

Construction

Logic complexity (node count)

676

—

Rebalance corridor width

1.00%

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