Side-by-side comparison

Compare investment strategies

Macro-Filtered Short-Term Momentum with Mean Reversion vs VIXM Volatility Scaling Hedge with SHV Cash

Every published figureShow 13 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, long/short, macro regime rotation, momentum + mean reversion, multi-asset, risk-managed, tactical etf, volatility hedging

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

Asset classes / instruments

equities

Risk metrics

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

180.23

128.91

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

-0.42%

-0.03%

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

9.00

10.69

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

6.75%

0.35%

Construction

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Returns

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

76.55%

3.45%

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

3.91%

0.13%

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

0.00%

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

0.00%

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

0.00%

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