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KMLM vs Tech Switch Between TECL and Rate/Nasdaq Bets 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, inverse etfs, leveraged etfs, regime filter, tactical momentum, technology focus

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

Asset classes / instruments

equities

Market-relative

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

0.28

—

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

2.83

—

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

0.69

—

Trading activity

Annualized turnover, backtest period (backtest)

26.01

—

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

29.66

—

Daily win rate, backtest period (backtest)

56.21%

—

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

55.39%

—

Backtest

Backtest final value (from $10,000)

$2.2M

—

Backtest regulatory fees

$2,060

—

Backtest slippage cost

$16k

—

Returns

Backtest length

1,450

—

Out-of-sample length

538

—

Return, backtest period (annualized) (backtest)

154.30%

—

Return, backtest period (cumulative) (backtest)

21k%

—

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

78.16%

3.45%

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

243.94%

0.13%

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

-0.45%

—

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

1.55%

0.00%

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

-0.56%

—

Return, trailing 1 year (backtest)

80.06%

—

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

80.06%

0.00%

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

3.18%

—

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

21.78%

0.00%

SPY annualized return over the backtest window (backtest)

15.21%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.10

—

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

1.57

128.91

Maximum drawdown, backtest period (backtest)

-49.79%

—

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

-49.80%

-0.03%

Sharpe ratio, backtest period (backtest)

1.93

—

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

1.20

10.69

Sortino ratio, backtest period (backtest)

3.08

—

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

1.80

—

Standard deviation, backtest period (backtest)

56.81%

—

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

66.31%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.70

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

156

—

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