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Compare investment strategies

Feaver Frontrunner T-Bill Overheat with KMLM Regime vs VIXM Volatility Scaling Hedge with SHV Cash

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay

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Hedge / defensive overlay: Cash / T-bills

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Leverage use

—

Rebalance schedule

—

Trading signal: Macro / economic regime

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Trading signal: RSI overbought / oversold

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Trading signal: Trend (moving averages)

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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)

daily rebalancing, hedging, leveraged etfs, managed futures proxy, momentum/rsi timing, 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)

0.93

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

1.25

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

0.27

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Trading activity

Annualized turnover, backtest period (backtest)

55.19

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

49.43

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Daily win rate, backtest period (backtest)

56.97%

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

56.49%

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Backtest

Backtest final value (from $10,000)

$42.3M

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Backtest regulatory fees

$49k

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Backtest slippage cost

$456k

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Returns

Backtest length

1,450

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Out-of-sample length

524

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Return, backtest period (annualized) (backtest)

326.39%

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Return, backtest period (cumulative) (backtest)

423k%

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

143.24%

3.45%

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

537.15%

0.13%

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

-0.22%

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

-11.47%

0.00%

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

-5.98%

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Return, trailing 1 year (backtest)

132.59%

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

132.55%

0.00%

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

-1.30%

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

33.95%

0.00%

SPY annualized return over the backtest window (backtest)

15.21%

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Risk metrics

Calmar ratio, backtest period (backtest)

7.98

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

3.50

128.91

Maximum drawdown, backtest period (backtest)

-40.90%

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

-40.90%

-0.03%

Sharpe ratio, backtest period (backtest)

2.45

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

1.54

10.69

Sortino ratio, backtest period (backtest)

4.03

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

2.36

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Standard deviation, backtest period (backtest)

68.91%

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

76.78%

0.35%

Quality

Community review status

ACTIVE

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Holdings

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

0.42

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Construction

Logic complexity (node count)

204

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

—

Watchers

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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