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Miner-Led Inflation/Disinflation Regime Macro Rotation 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)

bonds, commodities, currencies, macro, mean reversion, momentum, multi-asset, regime-switching, tactical, volatility

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

Asset classes / instruments

equities

Market-relative

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

0.12

—

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

0.67

—

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

0.60

—

Trading activity

Annualized turnover, backtest period (backtest)

67.20

—

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

75.03

—

Daily win rate, backtest period (backtest)

60.57%

—

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

54.63%

—

Backtest

Backtest final value (from $10,000)

$2.9M

—

Backtest regulatory fees

$16k

—

Backtest slippage cost

$121k

—

Returns

Backtest length

3,376

—

Out-of-sample length

410

—

Return, backtest period (annualized) (backtest)

52.77%

—

Return, backtest period (cumulative) (backtest)

29k%

—

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

25.01%

3.45%

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

43.16%

0.13%

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

0.17%

—

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

1.22%

0.00%

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

1.10%

—

Return, trailing 1 year (backtest)

23.08%

—

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

22.01%

0.00%

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

1.61%

—

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

8.28%

0.00%

SPY annualized return over the backtest window (backtest)

14.05%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.81

—

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

2.67

128.91

Maximum drawdown, backtest period (backtest)

-10.98%

—

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

-9.37%

-0.03%

Sharpe ratio, backtest period (backtest)

3.34

—

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

1.25

10.69

Sortino ratio, backtest period (backtest)

7.15

—

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

3.01

—

Standard deviation, backtest period (backtest)

12.93%

—

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

19.23%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.12

—

Construction

Logic complexity (node count)

887

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

170

—

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