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Four Corners: Nasdaq 3x/2x Switch on Credit and Volatility 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)

cash/t-bills, corporate credit, leveraged nasdaq, tactical hedging, tips; utilities/treasuries as signals

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

Asset classes / instruments

equities

Market-relative

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

0.12

—

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

1.68

—

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

0.60

—

Trading activity

Annualized turnover, backtest period (backtest)

55.62

—

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

68.91

—

Daily win rate, backtest period (backtest)

54.27%

—

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

54.69%

—

Backtest

Backtest final value (from $10,000)

$1.2B

—

Backtest regulatory fees

$3.8M

—

Backtest slippage cost

$36.6M

—

Returns

Backtest length

3,960

—

Out-of-sample length

629

—

Return, backtest period (annualized) (backtest)

110.81%

—

Return, backtest period (cumulative) (backtest)

12334k%

—

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

39.95%

3.45%

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

131.72%

0.13%

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

0.90%

—

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

-3.27%

0.00%

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

1.17%

—

Return, trailing 1 year (backtest)

15.49%

—

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

15.44%

0.00%

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

0.67%

—

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

1.13%

0.00%

SPY annualized return over the backtest window (backtest)

14.22%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.09

—

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

1.11

128.91

Maximum drawdown, backtest period (backtest)

-35.88%

—

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

-35.88%

-0.03%

Sharpe ratio, backtest period (backtest)

2.00

—

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

0.97

10.69

Sortino ratio, backtest period (backtest)

3.25

—

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

1.54

—

Standard deviation, backtest period (backtest)

41.65%

—

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

44.25%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

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