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DeETF Top-3 Mega-Caps with VIXY and Beta Defense vs Rising Rates Volatility Switch Risk-Parity Mix

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, momentum rotation, risk-on/off toggling, rsi extremes, tactical allocation, trend-following, volatility hedge

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.40

—

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

1.52

—

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

0.47

—

Trading activity

Annualized turnover, backtest period (backtest)

66.71

—

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

66.60

—

Daily win rate, backtest period (backtest)

56.94%

—

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

53.51%

—

Backtest

Backtest final value (from $10,000)

$1.1B

—

Backtest regulatory fees

$2.8M

—

Backtest slippage cost

$26.6M

—

Returns

Backtest length

3,458

—

Out-of-sample length

613

—

Return, backtest period (annualized) (backtest)

133.52%

—

Return, backtest period (cumulative) (backtest)

11370k%

—

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

79.57%

3.62%

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

316.34%

2.81%

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

-0.29%

—

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

7.27%

0.34%

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

0.29%

—

Return, trailing 1 year (backtest)

32.48%

—

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

32.46%

6.30%

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

-0.69%

—

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

3.72%

0.95%

SPY annualized return over the backtest window (backtest)

14.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.82

—

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

2.87

331.36

Maximum drawdown, backtest period (backtest)

-27.70%

—

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

-27.70%

-0.01%

Sharpe ratio, backtest period (backtest)

2.32

—

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

1.36

18.06

Sortino ratio, backtest period (backtest)

4.71

—

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

2.73

—

Standard deviation, backtest period (backtest)

39.73%

—

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

52.21%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.48

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

117

—

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