Side-by-side comparison

Compare investment strategies

Bond-Signal Nasdaq 2x/3x or Short Switch 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, momentum (rsi), nasdaq-100, risk-on/risk-off, tactical allocation, us treasuries

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

Asset classes / instruments

equities

Market-relative

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

0.04

—

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

0.91

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

46.05

—

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

39.20

—

Daily win rate, backtest period (backtest)

54.67%

—

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

52.67%

—

Backtest

Backtest final value (from $10,000)

$426k

—

Backtest regulatory fees

$1,020

—

Backtest slippage cost

$7,894

—

Returns

Backtest length

1,264

—

Out-of-sample length

450

—

Return, backtest period (annualized) (backtest)

111.18%

—

Return, backtest period (cumulative) (backtest)

4163%

—

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

19.38%

3.45%

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

36.73%

0.13%

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

-5.02%

—

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

-4.34%

0.00%

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

-7.51%

—

Return, trailing 1 year (backtest)

60.19%

—

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

91.38%

0.00%

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

-6.16%

—

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

4.78%

0.00%

SPY annualized return over the backtest window (backtest)

13.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.98

—

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

0.35

128.91

Maximum drawdown, backtest period (backtest)

-56.08%

—

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

-56.08%

-0.03%

Sharpe ratio, backtest period (backtest)

2.17

—

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

0.67

10.69

Sortino ratio, backtest period (backtest)

3.47

—

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

0.75

—

Standard deviation, backtest period (backtest)

37.86%

—

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

36.55%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

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