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Compare investment strategies

Bond-Triggered Stock Sleeves with Inverse ETF Flips 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 rebalanced, equities and bonds, inverse etfs, mean reversion, momentum filter, multi-asset, tactical asset allocation

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

Asset classes / instruments

equities

Market-relative

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

0.05

—

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

0.67

—

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

0.59

—

Trading activity

Annualized turnover, backtest period (backtest)

41.06

—

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

33.23

—

Daily win rate, backtest period (backtest)

54.28%

—

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

53.69%

—

Backtest

Backtest final value (from $10,000)

$97k

—

Backtest regulatory fees

$562

—

Backtest slippage cost

$4,084

—

Returns

Backtest length

4,171

—

Out-of-sample length

840

—

Return, backtest period (annualized) (backtest)

14.68%

—

Return, backtest period (cumulative) (backtest)

865.90%

—

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

19.19%

3.45%

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

79.66%

0.13%

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

0.16%

—

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

-1.53%

0.00%

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

0.64%

—

Return, trailing 1 year (backtest)

27.51%

—

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

27.51%

0.00%

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

-0.22%

—

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

-2.81%

0.00%

SPY annualized return over the backtest window (backtest)

14.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.48

—

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

0.89

128.91

Maximum drawdown, backtest period (backtest)

-30.60%

—

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

-21.65%

-0.03%

Sharpe ratio, backtest period (backtest)

0.93

—

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

1.13

10.69

Sortino ratio, backtest period (backtest)

1.35

—

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

1.68

—

Standard deviation, backtest period (backtest)

16.22%

—

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

16.81%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

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