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Bond vs Short Trend Gate with VXX Hedge and T-Bills vs Better Than a CD: Tech Trend with T-Bill Defense

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, momentum/trend following, risk management, sector rotation, tactical asset allocation, volatility hedging (vix)

bonds/gold, inverse/short, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, trend-following, volatility hedged

Asset classes / instruments

equities

Market-relative

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

0.11

—

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

2.57

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

48.82

—

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

55.05

—

Daily win rate, backtest period (backtest)

57.27%

—

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

58.75%

—

Backtest

Backtest final value (from $10,000)

$204.5M

—

Backtest regulatory fees

$380k

—

Backtest slippage cost

$3.6M

—

Returns

Backtest length

2,193

—

Out-of-sample length

560

—

Return, backtest period (annualized) (backtest)

212.70%

—

Return, backtest period (cumulative) (backtest)

2045k%

—

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

50.14%

4.85%

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

147.11%

4.53%

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

0.04%

—

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

0.34%

0.38%

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

0.09%

—

Return, trailing 1 year (backtest)

61.91%

—

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

61.89%

6.30%

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

0.17%

—

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

-5.18%

1.75%

SPY annualized return over the backtest window (backtest)

14.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.21

—

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

0.99

9.16

Maximum drawdown, backtest period (backtest)

-50.49%

—

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

-50.50%

-0.53%

Sharpe ratio, backtest period (backtest)

2.43

—

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

0.99

3.47

Sortino ratio, backtest period (backtest)

4.28

—

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

1.59

—

Standard deviation, backtest period (backtest)

52.64%

—

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

56.40%

1.37%

Quality

Community review status

ACTIVE

—

Holdings

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

0.97

—

Construction

Logic complexity (node count)

161

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

daily

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