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Compare investment strategies

Dragon-Style Six-Sleeve Rotation with Rate Awareness 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, multi-asset tactical, rates-aware, regime switching, risk-on/risk-off, trend/momentum, volatility hedge

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

Asset classes / instruments

equities

Market-relative

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

0.04

—

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

0.69

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

42.56

—

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

42.51

—

Daily win rate, backtest period (backtest)

59.05%

—

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

54.97%

—

Backtest

Backtest final value (from $10,000)

$502k

—

Backtest regulatory fees

$1,851

—

Backtest slippage cost

$14k

—

Returns

Backtest length

1,724

—

Out-of-sample length

875

—

Return, backtest period (annualized) (backtest)

77.18%

—

Return, backtest period (cumulative) (backtest)

4917%

—

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

18.21%

3.45%

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

78.87%

0.13%

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

0.02%

—

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

0.15%

0.00%

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

0.69%

—

Return, trailing 1 year (backtest)

15.06%

—

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

15.06%

0.00%

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

-0.23%

—

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

7.17%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.58

—

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

0.84

128.91

Maximum drawdown, backtest period (backtest)

-21.57%

—

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

-21.57%

-0.03%

Sharpe ratio, backtest period (backtest)

3.16

—

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

1.04

10.69

Sortino ratio, backtest period (backtest)

5.47

—

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

1.53

—

Standard deviation, backtest period (backtest)

18.65%

—

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

17.55%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.14

—

Construction

Logic complexity (node count)

479

—

Rebalance corridor width

2.00%

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