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Four-Sleeve 3x Bull/Bear: Crypto, REITs, Bonds, Nasdaq 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)

crypto, daily rebalance, gold, leveraged etfs, nasdaq, reits, risk-on/risk-off, tactical allocation, treasuries, 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)

-0.02

—

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

1.32

—

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

0.62

—

Trading activity

Annualized turnover, backtest period (backtest)

29.07

—

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

27.56

—

Daily win rate, backtest period (backtest)

58.36%

—

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

58.52%

—

Backtest

Backtest final value (from $10,000)

$22k

—

Backtest regulatory fees

$46

—

Backtest slippage cost

$236

—

Returns

Backtest length

562

—

Out-of-sample length

352

—

Return, backtest period (annualized) (backtest)

43.61%

—

Return, backtest period (cumulative) (backtest)

124.49%

—

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

25.70%

3.45%

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

37.01%

0.13%

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

0.86%

—

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

3.41%

0.00%

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

0.54%

—

Return, trailing 1 year (backtest)

21.02%

—

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

15.66%

0.00%

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

-1.57%

—

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

9.04%

0.00%

SPY annualized return over the backtest window (backtest)

17.01%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.77

—

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

1.22

128.91

Maximum drawdown, backtest period (backtest)

-24.69%

—

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

-20.98%

-0.03%

Sharpe ratio, backtest period (backtest)

1.41

—

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

1.01

10.69

Sortino ratio, backtest period (backtest)

2.06

—

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

1.49

—

Standard deviation, backtest period (backtest)

28.64%

—

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

26.04%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.29

—

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