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Hedged Trinity Pop with Macro Pairing 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)

leveraged etfs, macro rotation, momentum, risk-on/risk-off, sector rotation, tactical allocation, trend-following, 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)

0.08

—

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

1.50

—

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

0.71

—

Trading activity

Annualized turnover, backtest period (backtest)

39.97

—

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

42.53

—

Daily win rate, backtest period (backtest)

57.27%

—

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

54.47%

—

Backtest

Backtest final value (from $10,000)

$3.0M

—

Backtest regulatory fees

$7,425

—

Backtest slippage cost

$57k

—

Returns

Backtest length

2,352

—

Out-of-sample length

973

—

Return, backtest period (annualized) (backtest)

84.33%

—

Return, backtest period (cumulative) (backtest)

30k%

—

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

40.23%

3.45%

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

269.44%

0.13%

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

1.45%

—

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

2.08%

0.00%

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

2.07%

—

Return, trailing 1 year (backtest)

63.96%

—

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

63.96%

0.00%

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

1.25%

—

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

20.50%

0.00%

SPY annualized return over the backtest window (backtest)

15.07%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.64

—

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

1.26

128.91

Maximum drawdown, backtest period (backtest)

-31.89%

—

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

-31.89%

-0.03%

Sharpe ratio, backtest period (backtest)

2.06

—

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

1.22

10.69

Sortino ratio, backtest period (backtest)

4.03

—

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

2.28

—

Standard deviation, backtest period (backtest)

32.11%

—

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

31.70%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.21

—

Construction

Logic complexity (node count)

850

—

Rebalance corridor width

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