Side-by-side comparison

Compare investment strategies

BULZ or BERZ or T-Bills Wash Sale Switch 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)

bond risk filter, cash parking, leveraged tech timing, mean reversion, risk-on/off, trend following, volatility hedge

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

Asset classes / instruments

equities

Market-relative

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

0.13

—

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

2.43

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

44.70

—

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

48.68

—

Daily win rate, backtest period (backtest)

58.71%

—

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

62.50%

—

Backtest

Backtest final value (from $10,000)

$573k

—

Backtest regulatory fees

$1,168

—

Backtest slippage cost

$8,291

—

Returns

Backtest length

1,291

—

Out-of-sample length

704

—

Return, backtest period (annualized) (backtest)

120.26%

—

Return, backtest period (cumulative) (backtest)

5632%

—

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

51.00%

3.45%

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

216.72%

0.13%

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

0.02%

—

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

13.32%

0.00%

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

0.07%

—

Return, trailing 1 year (backtest)

74.24%

—

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

74.24%

0.00%

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

0.15%

—

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

52.51%

0.00%

SPY annualized return over the backtest window (backtest)

13.35%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.29

—

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

0.97

128.91

Maximum drawdown, backtest period (backtest)

-52.43%

—

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

-52.43%

-0.03%

Sharpe ratio, backtest period (backtest)

1.63

—

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

0.96

10.69

Sortino ratio, backtest period (backtest)

2.66

—

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

1.43

—

Standard deviation, backtest period (backtest)

58.79%

—

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

64.67%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

—

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