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Gain Train ETF-Only Semiconductor Swings 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)

gold, leveraged etfs, momentum/mean‑reversion, sector rotation, semiconductors, tactical etf rotation, treasuries, us dollar, volatility

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

Asset classes / instruments

equities

Market-relative

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

0.13

—

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

1.26

—

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

0.55

—

Trading activity

Annualized turnover, backtest period (backtest)

35.34

—

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

27.26

—

Daily win rate, backtest period (backtest)

55.71%

—

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

57.97%

—

Backtest

Backtest final value (from $10,000)

$6.1M

—

Backtest regulatory fees

$11k

—

Backtest slippage cost

$85k

—

Returns

Backtest length

3,206

—

Out-of-sample length

866

—

Return, backtest period (annualized) (backtest)

65.42%

—

Return, backtest period (cumulative) (backtest)

60k%

—

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

40.30%

3.45%

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

220.60%

0.13%

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

0.26%

—

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

-0.93%

0.00%

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

1.27%

—

Return, trailing 1 year (backtest)

40.72%

—

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

40.71%

0.00%

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

0.45%

—

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

-2.00%

0.00%

SPY annualized return over the backtest window (backtest)

13.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.30

—

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

1.42

128.91

Maximum drawdown, backtest period (backtest)

-28.40%

—

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

-28.40%

-0.03%

Sharpe ratio, backtest period (backtest)

1.69

—

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

1.15

10.69

Sortino ratio, backtest period (backtest)

2.89

—

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

2.22

—

Standard deviation, backtest period (backtest)

32.92%

—

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

34.12%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.23

—

Construction

Logic complexity (node count)

192

—

Rebalance corridor width

20.00%

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