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Credit-Gated Tech Dip Buys with Gold/Treasury Hedges 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)

leveraged etfs, mean reversion, momentum, regime-switching, risk-on/risk-off, tactical allocation, volatility 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)

0.03

—

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

0.85

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

51.81

—

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

49.95

—

Daily win rate, backtest period (backtest)

58.86%

—

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

52.53%

—

Backtest

Backtest final value (from $10,000)

$116.6M

—

Backtest regulatory fees

$303k

—

Backtest slippage cost

$2.8M

—

Returns

Backtest length

3,464

—

Out-of-sample length

356

—

Return, backtest period (annualized) (backtest)

97.58%

—

Return, backtest period (cumulative) (backtest)

1166k%

—

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

23.87%

3.45%

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

34.74%

0.13%

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

1.17%

—

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

1.97%

0.00%

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

-2.98%

—

Return, trailing 1 year (backtest)

15.89%

—

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

20.95%

0.00%

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

-3.19%

—

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

4.48%

0.00%

SPY annualized return over the backtest window (backtest)

14.75%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.97

—

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

2.44

128.91

Maximum drawdown, backtest period (backtest)

-16.35%

—

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

-9.78%

-0.03%

Sharpe ratio, backtest period (backtest)

3.12

—

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

1.27

10.69

Sortino ratio, backtest period (backtest)

6.30

—

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

1.81

—

Standard deviation, backtest period (backtest)

22.63%

—

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

18.23%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.16

—

Construction

Logic complexity (node count)

3,048

—

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