Side-by-side comparison

Compare investment strategies

Inflation-Aware Leveraged Nasdaq and Treasury Switch 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)

inflation regime, leveraged etfs, momentum, nasdaq 100, risk-on/risk-off, tactical asset allocation, treasuries, trend-following

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

Asset classes / instruments

equities

Market-relative

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

0.15

—

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

1.68

—

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

0.65

—

Trading activity

Annualized turnover, backtest period (backtest)

32.48

—

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

43.55

—

Daily win rate, backtest period (backtest)

52.52%

—

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

66.47%

—

Backtest

Backtest final value (from $10,000)

$2.3M

—

Backtest regulatory fees

$5,300

—

Backtest slippage cost

$42k

—

Returns

Backtest length

3,507

—

Out-of-sample length

677

—

Return, backtest period (annualized) (backtest)

47.69%

—

Return, backtest period (cumulative) (backtest)

23k%

—

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

48.63%

3.45%

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

190.45%

0.13%

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

0.04%

—

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

0.34%

0.00%

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

0.09%

—

Return, trailing 1 year (backtest)

57.34%

—

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

57.34%

0.00%

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

0.17%

—

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

6.36%

0.00%

SPY annualized return over the backtest window (backtest)

15.00%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.15

—

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

1.17

128.91

Maximum drawdown, backtest period (backtest)

-41.39%

—

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

-41.39%

-0.03%

Sharpe ratio, backtest period (backtest)

1.42

—

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

1.17

10.69

Sortino ratio, backtest period (backtest)

2.40

—

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

1.97

—

Standard deviation, backtest period (backtest)

30.84%

—

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

40.70%

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)

—

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