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Manhattan Project SOXL/SOXS Rotation with Treasury Rate Bets vs VIXM Volatility Scaling Hedge with SHV Cash

Every published figureShow 28 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, rates regime, tactical rotation, tech/semis focus, trend + mean reversion, volatility hedge

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

Asset classes / instruments

equities

Market-relative

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

0.46

—

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

2.83

—

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

0.43

—

Trading activity

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

106.58

—

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

53.30%

—

Risk metrics

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

1.19

128.91

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

-72.75%

-0.03%

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

1.11

10.69

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

1.80

—

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

96.57%

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)

1,006

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Returns

Out-of-sample length

895

—

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

86.35%

3.45%

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

814.51%

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 (out-of-sample)

102.32%

0.00%

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

-7.50%

—

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

55.37%

0.00%

Popularity

Remixes (copies)

483

—

Watchers

151

—

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