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Emerging Markets Tactical: EEMV, EEM and 3x EDC/EDZ 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)

bond risk filter, daily rebalance, emerging markets, high risk, leveraged/inverse etfs, rsi, tactical allocation, trend and momentum

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

Asset classes / instruments

equities

Market-relative

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

0.17

—

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

0.69

—

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

0.38

—

Trading activity

Annualized turnover, backtest period (backtest)

33.15

—

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

25.82

—

Daily win rate, backtest period (backtest)

53.97%

—

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

55.12%

—

Backtest

Backtest final value (from $10,000)

$1.3M

—

Backtest regulatory fees

$3,054

—

Backtest slippage cost

$25k

—

Returns

Backtest length

3,763

—

Out-of-sample length

693

—

Return, backtest period (annualized) (backtest)

38.84%

—

Return, backtest period (cumulative) (backtest)

13k%

—

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

31.13%

3.45%

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

110.92%

0.13%

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

0.90%

—

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

-2.77%

0.00%

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

-1.02%

—

Return, trailing 1 year (backtest)

24.33%

—

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

24.33%

0.00%

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

-1.93%

—

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

11.30%

0.00%

SPY annualized return over the backtest window (backtest)

15.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.79

—

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

1.61

128.91

Maximum drawdown, backtest period (backtest)

-48.87%

—

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

-19.39%

-0.03%

Sharpe ratio, backtest period (backtest)

1.21

—

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

1.11

10.69

Sortino ratio, backtest period (backtest)

1.90

—

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

1.78

—

Standard deviation, backtest period (backtest)

31.26%

—

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

27.83%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

—

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