Side-by-side comparison

Compare investment strategies

Bond-Signal Semiconductor 3x 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)

bond regime filter, daily rebalance, inverse hedging, leveraged etfs, rsi, tactical momentum, tech/semis

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

Asset classes / instruments

equities

Market-relative

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

0.91

—

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

3.07

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

60.69

—

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

47.74

—

Daily win rate, backtest period (backtest)

51.14%

—

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

51.76%

—

Backtest

Backtest final value (from $10,000)

$21.6M

—

Backtest regulatory fees

$27k

—

Backtest slippage cost

$246k

—

Returns

Backtest length

3,870

—

Out-of-sample length

454

—

Return, backtest period (annualized) (backtest)

64.83%

—

Return, backtest period (cumulative) (backtest)

216k%

—

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

91.32%

3.45%

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

222.65%

0.13%

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

-1.94%

—

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

-24.73%

0.00%

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

1.12%

—

Return, trailing 1 year (backtest)

561.65%

—

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

561.57%

0.00%

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

-7.37%

—

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

-37.18%

0.00%

SPY annualized return over the backtest window (backtest)

14.10%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.82

—

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

1.16

128.91

Maximum drawdown, backtest period (backtest)

-79.01%

—

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

-78.58%

-0.03%

Sharpe ratio, backtest period (backtest)

1.01

—

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

1.13

10.69

Sortino ratio, backtest period (backtest)

1.53

—

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

1.77

—

Standard deviation, backtest period (backtest)

88.06%

—

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

125.02%

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