Side-by-side comparison

Compare investment strategies

High Yield Credit Signal: SOXL vs TMF with UVXY Hedge 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)

credit vs equity, daily rebalancing, leveraged etfs, momentum, tactical allocation, 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)

0.21

—

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

3.90

—

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

0.68

—

Trading activity

Annualized turnover, backtest period (backtest)

60.55

—

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

58.24

—

Daily win rate, backtest period (backtest)

54.65%

—

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

53.32%

—

Backtest

Backtest final value (from $10,000)

$1.1B

—

Backtest regulatory fees

$3.1M

—

Backtest slippage cost

$29.4M

—

Returns

Backtest length

3,775

—

Out-of-sample length

437

—

Return, backtest period (annualized) (backtest)

117.34%

—

Return, backtest period (cumulative) (backtest)

11266k%

—

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

64.75%

3.45%

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

138.16%

0.13%

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

0.35%

—

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

-8.87%

0.00%

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

1.60%

—

Return, trailing 1 year (backtest)

97.79%

—

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

97.75%

0.00%

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

-4.48%

—

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

-45.63%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.72

—

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

0.97

128.91

Maximum drawdown, backtest period (backtest)

-68.14%

—

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

-66.74%

-0.03%

Sharpe ratio, backtest period (backtest)

1.41

—

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

0.98

10.69

Sortino ratio, backtest period (backtest)

2.18

—

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

1.56

—

Standard deviation, backtest period (backtest)

74.59%

—

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

97.95%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

195

—

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