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Compare investment strategies

Monthly Junk-Bond Canary Core (70%) with Bitcoin Sleeve 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)

crypto tilt, defensive hedging, risk-on/risk-off, tactical asset allocation, trend following

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

Asset classes / instruments

equities

Market-relative

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

0.10

—

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

0.31

—

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

0.45

—

Trading activity

Annualized turnover, backtest period (backtest)

5.38

—

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

5.70

—

Daily win rate, backtest period (backtest)

57.26%

—

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

57.76%

—

Backtest

Backtest final value (from $10,000)

$473k

—

Backtest regulatory fees

$227

—

Backtest slippage cost

$1,792

—

Returns

Backtest length

2,798

—

Out-of-sample length

509

—

Return, backtest period (annualized) (backtest)

41.51%

—

Return, backtest period (cumulative) (backtest)

4629%

—

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

16.38%

3.45%

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

35.44%

0.13%

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

0.10%

—

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

0.99%

0.00%

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

0.27%

—

Return, trailing 1 year (backtest)

9.41%

—

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

7.25%

0.00%

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

1.04%

—

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

3.68%

0.00%

SPY annualized return over the backtest window (backtest)

15.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.76

—

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

1.71

128.91

Maximum drawdown, backtest period (backtest)

-23.61%

—

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

-9.58%

-0.03%

Sharpe ratio, backtest period (backtest)

1.70

—

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

1.39

10.69

Sortino ratio, backtest period (backtest)

2.78

—

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

2.09

—

Standard deviation, backtest period (backtest)

21.85%

—

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

11.38%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.27

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

monthly

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