Side-by-side comparison

Compare investment strategies

Defense-First T-Bills, 3x Tech and Treasury Shorts 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)

cross-asset signals, leveraged etfs, mean reversion, risk-on/risk-off, tactical allocation, trend following

risk management, tactical allocation, treasuries, vix futures, volatility hedge

Asset classes / instruments

equities

Market-relative

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

-0.08

—

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

2.34

—

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

0.61

—

Trading activity

Annualized turnover, backtest period (backtest)

112.27

—

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

96.19

—

Daily win rate, backtest period (backtest)

54.74%

—

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

54.90%

—

Backtest

Backtest final value (from $10,000)

$3.4B

—

Backtest regulatory fees

$16.6M

—

Backtest slippage cost

$160.0M

—

Returns

Backtest length

3,215

—

Out-of-sample length

725

—

Return, backtest period (annualized) (backtest)

171.54%

—

Return, backtest period (cumulative) (backtest)

34395k%

—

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

30.37%

3.45%

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

114.69%

0.13%

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

0.04%

—

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

0.34%

0.00%

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

0.09%

—

Return, trailing 1 year (backtest)

41.37%

—

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

41.30%

0.00%

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

0.17%

—

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

31.74%

0.00%

SPY annualized return over the backtest window (backtest)

13.86%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.73

—

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

0.48

128.91

Maximum drawdown, backtest period (backtest)

-62.93%

—

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

-62.94%

-0.03%

Sharpe ratio, backtest period (backtest)

2.17

—

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

0.73

10.69

Sortino ratio, backtest period (backtest)

3.94

—

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

1.24

—

Standard deviation, backtest period (backtest)

52.19%

—

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

58.73%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.78

—

Construction

Logic complexity (node count)

353

—

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