Side-by-side comparison

Compare investment strategies

Frontrunner Momentum Stocks with Shipping Signal and UVXY 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

—

Hedge / defensive overlay: Cash / T-bills

—

Hedge / defensive overlay: Inverse / short exposure

—

Hedge / defensive overlay: Volatility products (VIX)

—

Leverage use

—

Rebalance schedule

—

Trading signal: Macro / economic regime

—

Trading signal: Momentum

—

Trading signal: RSI overbought / oversold

—

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)

contrarian, daily rebalancing, leveraged etfs, market timing, risk-on/risk-off, tactical 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)

0.69

—

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

2.48

—

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

0.32

—

Trading activity

Annualized turnover, backtest period (backtest)

120.94

—

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

152.53

—

Daily win rate, backtest period (backtest)

56.30%

—

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

53.95%

—

Backtest

Backtest final value (from $10,000)

$1.3M

—

Backtest regulatory fees

$4,036

—

Backtest slippage cost

$34k

—

Returns

Backtest length

810

—

Out-of-sample length

228

—

Return, backtest period (annualized) (backtest)

356.29%

—

Return, backtest period (cumulative) (backtest)

13k%

—

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

79.99%

3.45%

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

70.59%

0.13%

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

0.32%

—

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

13.32%

0.00%

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

-3.61%

—

Return, trailing 1 year (backtest)

28.99%

—

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

144.94%

0.00%

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

-5.10%

—

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

57.01%

0.00%

SPY annualized return over the backtest window (backtest)

19.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.96

—

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

1.21

128.91

Maximum drawdown, backtest period (backtest)

-71.85%

—

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

-66.36%

-0.03%

Sharpe ratio, backtest period (backtest)

2.32

—

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

1.12

10.69

Sortino ratio, backtest period (backtest)

3.85

—

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

1.59

—

Standard deviation, backtest period (backtest)

79.29%

—

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

98.29%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.99

—

Construction

Logic complexity (node count)

519

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

104

—

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