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Bond-Guided 3x S&P and Nasdaq Scaling with Volatility Check 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 equity, momentum, rules-based, tactical allocation, trend-following, volatility filter

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)

1.36

—

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

0.78

—

Trading activity

Annualized turnover, backtest period (backtest)

18.28

—

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

16.25

—

Daily win rate, backtest period (backtest)

55.67%

—

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

59.00%

—

Backtest

Backtest final value (from $10,000)

$1.9M

—

Backtest regulatory fees

$3,078

—

Backtest slippage cost

$24k

—

Returns

Backtest length

3,623

—

Out-of-sample length

817

—

Return, backtest period (annualized) (backtest)

44.02%

—

Return, backtest period (cumulative) (backtest)

19k%

—

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

18.11%

3.45%

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

71.67%

0.13%

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

0.04%

—

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

-0.01%

0.00%

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

0.09%

—

Return, trailing 1 year (backtest)

32.01%

—

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

32.00%

0.00%

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

0.17%

—

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

0.24%

0.00%

SPY annualized return over the backtest window (backtest)

14.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.87

—

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

0.36

128.91

Maximum drawdown, backtest period (backtest)

-50.44%

—

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

-50.44%

-0.03%

Sharpe ratio, backtest period (backtest)

1.32

—

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

0.77

10.69

Sortino ratio, backtest period (backtest)

2.01

—

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

1.03

—

Standard deviation, backtest period (backtest)

31.50%

—

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

26.11%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.56

—

Construction

Logic complexity (node count)

154

—

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