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HedgeTown Bond-vs-Nasdaq Laggard Rotation 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)

daily rebalance, hedged, leveraged/inverse etfs, momentum + mean‑reversion, multi‑asset, risk‑on/off, tactical allocation

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

Asset classes / instruments

equities

Market-relative

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

0.10

—

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

0.55

—

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

0.39

—

Trading activity

Annualized turnover, backtest period (backtest)

69.02

—

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

76.00

—

Daily win rate, backtest period (backtest)

55.75%

—

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

54.89%

—

Backtest

Backtest final value (from $10,000)

$357k

—

Backtest regulatory fees

$2,153

—

Backtest slippage cost

$17k

—

Returns

Backtest length

2,748

—

Out-of-sample length

614

—

Return, backtest period (annualized) (backtest)

38.77%

—

Return, backtest period (cumulative) (backtest)

3467%

—

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

22.13%

3.45%

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

62.12%

0.13%

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

-2.52%

—

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

-0.36%

0.00%

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

-5.17%

—

Return, trailing 1 year (backtest)

15.00%

—

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

26.33%

0.00%

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

-6.44%

—

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

-5.09%

0.00%

SPY annualized return over the backtest window (backtest)

14.58%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.76

—

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

1.01

128.91

Maximum drawdown, backtest period (backtest)

-21.99%

—

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

-21.99%

-0.03%

Sharpe ratio, backtest period (backtest)

1.68

—

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

1.01

10.69

Sortino ratio, backtest period (backtest)

2.63

—

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

1.27

—

Standard deviation, backtest period (backtest)

20.84%

—

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

22.27%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.48

—

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