Side-by-side comparison

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Mega-Cap Stocks with VIX Hedge and Short Volatility vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

Every published figureShow 12 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

hedge overlay, leveraged etfs, momentum/mean-reversion, tactical allocation, treasuries, volatility timing (vix)

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Risk metrics

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

2.27

376.45

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

-9.14%

-0.69%

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

1.39

7.79

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

14.39%

18.11%

Construction

Rebalance frequency

daily

Returns

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

20.76%

261.52%

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

28.79%

6.85%

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

2.23%

1.95%

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

23.44%

0.00%

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

10.87%

6.14%

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