Side-by-side comparison

Compare investment strategies

Manhattan Project 3x Tech/Semis Swing, Sideways Filter vs VIXM Volatility Scaling Hedge with SHV Cash

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Inverse / short exposure

—

Hedge / defensive overlay: Volatility products (VIX)

—

Leverage use

—

Rebalance schedule

—

Trading signal: Interest rates / yield curve

—

Trading signal: Relative strength vs another asset

—

Trading signal: RSI overbought / oversold

—

Trading signal: Trend (moving averages)

—

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 rebalanced, leveraged etfs, macro regime, tactical, tech/semis heavy, trend + mean reversion, 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)

0.42

—

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

2.75

—

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

0.43

—

Trading activity

Annualized turnover, backtest period (backtest)

117.02

—

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

109.60

—

Daily win rate, backtest period (backtest)

56.68%

—

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

53.07%

—

Backtest

Backtest final value (from $10,000)

$78.3B

—

Backtest regulatory fees

$242.0M

—

Backtest slippage cost

$2.3B

—

Returns

Backtest length

1,722

—

Out-of-sample length

929

—

Return, backtest period (annualized) (backtest)

919.23%

—

Return, backtest period (cumulative) (backtest)

783202k%

—

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

70.52%

3.45%

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

616.70%

0.13%

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

-1.68%

—

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

9.33%

0.00%

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

-14.43%

—

Return, trailing 1 year (backtest)

94.93%

—

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

94.85%

0.00%

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

-7.50%

—

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

55.37%

0.00%

SPY annualized return over the backtest window (backtest)

16.01%

—

Risk metrics

Calmar ratio, backtest period (backtest)

12.78

—

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

0.98

128.91

Maximum drawdown, backtest period (backtest)

-71.91%

—

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

-71.92%

-0.03%

Sharpe ratio, backtest period (backtest)

2.80

—

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

1.02

10.69

Sortino ratio, backtest period (backtest)

5.29

—

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

1.64

—

Standard deviation, backtest period (backtest)

100.35%

—

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

96.06%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.91

—

Construction

Logic complexity (node count)

1,309

—

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