Side-by-side comparison

Compare investment strategies

D-Fence Trend Switch: SPY or T-Bills with Hedges vs Better Than Cash Core with VIXY Hedge Sleeve

Every published figureShow 13 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

bonds, defensive, inverse-hedge, managed futures, risk-on/off, t-bills, tactical, trend-following

cash-plus, diversified, managed futures, multi-asset, risk-managed, tactical allocation, volatility hedge

Asset classes / instruments

equities

Risk metrics

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

28.47

6.75

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

-1.41%

-0.91%

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

3.57

2.73

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

10.03%

2.20%

Construction

Rebalance corridor width

—

3.00%

Rebalance frequency

daily

none

Returns

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

40.01%

6.12%

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

2.98%

4.46%

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

2.98%

0.66%

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

0.00%

-0.72%

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

2.82%

0.77%

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