Side-by-side comparison

Compare investment strategies

Credit/Treasury-Moded RSI Playbook with Semis Rebounds 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)

contrarian hedging, daily rebalancing, rsi/overbought-oversold, tactical multi-asset, 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)

0.10

—

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

0.33

—

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

0.65

—

Trading activity

Annualized turnover, backtest period (backtest)

32.81

—

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

32.59

—

Daily win rate, backtest period (backtest)

60.34%

—

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

57.31%

—

Backtest

Backtest final value (from $10,000)

$117k

—

Backtest regulatory fees

$565

—

Backtest slippage cost

$3,965

—

Returns

Backtest length

3,356

—

Out-of-sample length

513

—

Return, backtest period (annualized) (backtest)

20.31%

—

Return, backtest period (cumulative) (backtest)

1074%

—

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

16.90%

3.45%

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

36.99%

0.13%

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

-0.32%

—

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

0.87%

0.00%

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

-0.01%

—

Return, trailing 1 year (backtest)

13.70%

—

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

14.61%

0.00%

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

0.15%

—

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

2.85%

0.00%

SPY annualized return over the backtest window (backtest)

14.26%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.65

—

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

7.38

128.91

Maximum drawdown, backtest period (backtest)

-4.37%

—

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

-2.29%

-0.03%

Sharpe ratio, backtest period (backtest)

2.73

—

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

1.94

10.69

Sortino ratio, backtest period (backtest)

5.42

—

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

5.37

—

Standard deviation, backtest period (backtest)

6.85%

—

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

8.22%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.57

—

Construction

Logic complexity (node count)

736

—

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