Side-by-side comparison

Compare investment strategies

Bond-Signal Tech Rotation with Staples and S&P Short 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 rebalance, defensive overlay, long/short equities, momentum (rsi), sector rotation, tactical allocation, trend following

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

Asset classes / instruments

equities

Market-relative

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

0.02

—

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

0.83

—

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

0.74

—

Trading activity

Annualized turnover, backtest period (backtest)

18.94

—

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

21.37

—

Daily win rate, backtest period (backtest)

56.57%

—

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

54.48%

—

Backtest

Backtest final value (from $10,000)

$851k

—

Backtest regulatory fees

$1,991

—

Backtest slippage cost

$16k

—

Returns

Backtest length

4,893

—

Out-of-sample length

692

—

Return, backtest period (annualized) (backtest)

25.71%

—

Return, backtest period (cumulative) (backtest)

8408%

—

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

17.94%

3.45%

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

56.82%

0.13%

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

-0.26%

—

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

-0.34%

0.00%

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

1.66%

—

Return, trailing 1 year (backtest)

16.68%

—

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

14.10%

0.00%

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

2.98%

—

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

2.46%

0.00%

SPY annualized return over the backtest window (backtest)

10.75%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.44

—

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

1.01

128.91

Maximum drawdown, backtest period (backtest)

-17.83%

—

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

-17.84%

-0.03%

Sharpe ratio, backtest period (backtest)

1.46

—

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

1.04

10.69

Sortino ratio, backtest period (backtest)

2.29

—

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

1.67

—

Standard deviation, backtest period (backtest)

16.60%

—

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

17.40%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.35

—

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