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Compare investment strategies

Leveraged Tech and Single-Stock ETF Swing 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, leveraged etfs, long/short, momentum/mean reversion, tactical rotation, tech-heavy, volatility hedging

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

Asset classes / instruments

equities

Market-relative

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

0.18

—

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

1.68

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

102.80

—

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

103.46

—

Daily win rate, backtest period (backtest)

54.42%

—

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

53.01%

—

Backtest

Backtest final value (from $10,000)

$109k

—

Backtest regulatory fees

$478

—

Backtest slippage cost

$3,403

—

Returns

Backtest length

860

—

Out-of-sample length

747

—

Return, backtest period (annualized) (backtest)

101.16%

—

Return, backtest period (cumulative) (backtest)

989.26%

—

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

50.73%

3.45%

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

238.02%

0.13%

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

-0.45%

—

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

9.42%

0.00%

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

0.18%

—

Return, trailing 1 year (backtest)

84.12%

—

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

84.13%

0.00%

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

2.82%

—

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

17.79%

0.00%

SPY annualized return over the backtest window (backtest)

21.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.26

—

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

1.14

128.91

Maximum drawdown, backtest period (backtest)

-44.68%

—

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

-44.67%

-0.03%

Sharpe ratio, backtest period (backtest)

1.62

—

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

1.05

10.69

Sortino ratio, backtest period (backtest)

2.51

—

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

1.56

—

Standard deviation, backtest period (backtest)

51.32%

—

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

52.13%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.44

—

Construction

Logic complexity (node count)

1,447

—

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