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Bond-Trend Regime Ensemble of 3x Equity and Havens vs VIXM Volatility Scaling Hedge with SHV Cash

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Cash / T-bills

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Hedge / defensive overlay: Volatility products (VIX)

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Leverage use

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Trading signal: Momentum

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Trading signal: Relative strength vs another asset

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Trading signal: RSI overbought / oversold

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Trading signal: Volatility regime (VIX)

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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 etfs, regime switching, risk management, tactical etf rotation, trend-following, volatility hedging

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

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

1.54

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

0.82

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Trading activity

Annualized turnover, backtest period (backtest)

30.92

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

36.82

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Daily win rate, backtest period (backtest)

57.63%

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

54.66%

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Backtest

Backtest final value (from $10,000)

$3.9M

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Backtest regulatory fees

$8,199

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Backtest slippage cost

$68k

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Returns

Backtest length

1,999

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Out-of-sample length

461

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Return, backtest period (annualized) (backtest)

112.09%

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Return, backtest period (cumulative) (backtest)

39k%

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

26.48%

3.45%

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

52.97%

0.13%

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

-4.36%

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

3.52%

0.00%

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

-5.00%

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Return, trailing 1 year (backtest)

13.70%

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

22.88%

0.00%

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

-5.49%

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

3.82%

0.00%

SPY annualized return over the backtest window (backtest)

15.60%

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Risk metrics

Calmar ratio, backtest period (backtest)

3.52

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

0.83

128.91

Maximum drawdown, backtest period (backtest)

-31.86%

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

-31.86%

-0.03%

Sharpe ratio, backtest period (backtest)

2.24

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

0.89

10.69

Sortino ratio, backtest period (backtest)

3.98

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

1.23

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Standard deviation, backtest period (backtest)

36.50%

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

31.94%

0.35%

Quality

Community review status

ACTIVE

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Holdings

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

0.37

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Construction

Logic complexity (node count)

322

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Rebalance corridor width

25.00%

10.00%

Rebalance frequency

none

Popularity

Remixes (copies)

—

Watchers

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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