Side-by-side comparison

Compare investment strategies

Bond Strength Offense/Defense with Staples and Short S&P 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)

defensive hedging, inverse etfs, momentum, risk-on/risk-off, rsi, sector rotation, tactical asset allocation, tech tilt, 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)

0.01

—

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

0.83

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

19.22

—

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

20.61

—

Daily win rate, backtest period (backtest)

56.56%

—

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

54.90%

—

Backtest

Backtest final value (from $10,000)

$831k

—

Backtest regulatory fees

$1,827

—

Backtest slippage cost

$16k

—

Returns

Backtest length

4,887

—

Out-of-sample length

714

—

Return, backtest period (annualized) (backtest)

25.59%

—

Return, backtest period (cumulative) (backtest)

8205%

—

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

19.34%

3.45%

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

65.13%

0.13%

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

-0.16%

—

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

-0.36%

0.00%

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

0.88%

—

Return, trailing 1 year (backtest)

14.09%

—

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

14.09%

0.00%

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

0.40%

—

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

2.41%

0.00%

SPY annualized return over the backtest window (backtest)

10.85%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.43

—

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

1.08

128.91

Maximum drawdown, backtest period (backtest)

-17.90%

—

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

-17.90%

-0.03%

Sharpe ratio, backtest period (backtest)

1.45

—

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

1.11

10.69

Sortino ratio, backtest period (backtest)

2.28

—

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

1.73

—

Standard deviation, backtest period (backtest)

16.61%

—

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

17.23%

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

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