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Calm-Gated 3x Tech/Semis/High-Beta Bull-Bear Swings 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/credit filters, daily rebalance, leveraged tech/semis, tactical etf rotation, trend and mean‑reversion, volatility timing

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

Asset classes / instruments

equities

Market-relative

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

0.38

—

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

-0.70

—

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

-0.27

—

Trading activity

Annualized turnover, backtest period (backtest)

71.03

—

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

74.62

—

Daily win rate, backtest period (backtest)

64.97%

—

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

63.10%

—

Backtest

Backtest final value (from $10,000)

$306k

—

Backtest regulatory fees

$1,423

—

Backtest slippage cost

$12k

—

Returns

Backtest length

1,139

—

Out-of-sample length

477

—

Return, backtest period (annualized) (backtest)

113.07%

—

Return, backtest period (cumulative) (backtest)

2963%

—

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

21.13%

3.45%

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

43.19%

0.13%

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

-12.76%

—

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

-8.18%

0.00%

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

-2.66%

—

Return, trailing 1 year (backtest)

-3.99%

—

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

0.25%

0.00%

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

-5.15%

—

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

24.68%

0.00%

SPY annualized return over the backtest window (backtest)

13.63%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.37

—

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

0.63

128.91

Maximum drawdown, backtest period (backtest)

-33.58%

—

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

-33.58%

-0.03%

Sharpe ratio, backtest period (backtest)

1.94

—

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

0.66

10.69

Sortino ratio, backtest period (backtest)

3.94

—

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

1.02

—

Standard deviation, backtest period (backtest)

43.81%

—

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

42.14%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.90

—

Construction

Logic complexity (node count)

407

—

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