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Cathie ARK 2x Long/Short Switch with Overlay 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)

ark momentum/mean reversion, macro regime filter, tactical etf rotation, volatility/dollar/gold 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)

0.22

—

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

1.15

—

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

0.31

—

Trading activity

Annualized turnover, backtest period (backtest)

118.88

—

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

115.07

—

Daily win rate, backtest period (backtest)

52.88%

—

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

50.11%

—

Backtest

Backtest final value (from $10,000)

$877k

—

Backtest regulatory fees

$6,588

—

Backtest slippage cost

$47k

—

Returns

Backtest length

1,093

—

Out-of-sample length

920

—

Return, backtest period (annualized) (backtest)

180.27%

—

Return, backtest period (cumulative) (backtest)

8671%

—

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

35.74%

3.45%

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

205.52%

0.13%

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

3.04%

—

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

7.26%

0.00%

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

-0.90%

—

Return, trailing 1 year (backtest)

15.07%

—

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

15.07%

0.00%

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

0.91%

—

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

15.49%

0.00%

SPY annualized return over the backtest window (backtest)

17.57%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.86

—

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

0.57

128.91

Maximum drawdown, backtest period (backtest)

-63.14%

—

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

-63.14%

-0.03%

Sharpe ratio, backtest period (backtest)

2.04

—

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

0.83

10.69

Sortino ratio, backtest period (backtest)

3.53

—

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

1.27

—

Standard deviation, backtest period (backtest)

58.82%

—

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

54.79%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.93

—

Construction

Logic complexity (node count)

190

—

Rebalance corridor width

10.00%

Rebalance frequency

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