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Compare investment strategies

Leveraged Bull/Bear ETF Rotator Buying Two Movers 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 leveraged etf rotation, long & short, momentum/contrarian toggle, risk-on/off, rsi heat checks

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

Asset classes / instruments

equities

Market-relative

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

0.36

—

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

1.26

—

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

0.39

—

Trading activity

Annualized turnover, backtest period (backtest)

115.53

—

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

113.10

—

Daily win rate, backtest period (backtest)

54.95%

—

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

52.31%

—

Backtest

Backtest final value (from $10,000)

$1.3M

—

Backtest regulatory fees

$7,478

—

Backtest slippage cost

$55k

—

Returns

Backtest length

1,110

—

Out-of-sample length

694

—

Return, backtest period (annualized) (backtest)

203.70%

—

Return, backtest period (cumulative) (backtest)

13k%

—

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

65.20%

3.45%

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

299.28%

0.13%

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

2.86%

—

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

7.13%

0.00%

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

3.86%

—

Return, trailing 1 year (backtest)

61.20%

—

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

61.19%

0.00%

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

4.72%

—

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

9.69%

0.00%

SPY annualized return over the backtest window (backtest)

17.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.84

—

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

1.55

128.91

Maximum drawdown, backtest period (backtest)

-42.12%

—

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

-42.12%

-0.03%

Sharpe ratio, backtest period (backtest)

2.37

—

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

1.25

10.69

Sortino ratio, backtest period (backtest)

4.17

—

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

2.02

—

Standard deviation, backtest period (backtest)

52.78%

—

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

50.10%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.43

—

Construction

Logic complexity (node count)

143

—

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