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Monthly Top-4 ETF Momentum (Stocks, Bonds, Gold) vs VIXM Volatility Scaling Hedge with SHV Cash

Every published figureShow 13 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 (agg), gold (gld), leveraged etf (tqqq), momentum rotation, monthly rebalance, us equity etfs

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

Asset classes / instruments

equities

Risk metrics

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

1.74

128.91

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

-10.09%

-0.03%

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

0.90

10.69

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

20.31%

0.35%

Construction

Rebalance corridor width

—

10.00%

Rebalance frequency

monthly

none

Returns

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

17.57%

3.45%

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

16.37%

0.13%

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

-0.59%

0.00%

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

0.00%

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

0.95%

0.00%

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