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Compare investment strategies

Overheat VIX Hedge with Stock, Bond, Commodity Trends vs 50/50 Hedged Rotation and TQQQ Dip-Buy

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)

leveraged etfs, multi-asset tactical, trend + mean reversion, volatility-hedged

leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.25

—

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

0.09

—

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

0.05

—

Trading activity

Annualized turnover, backtest period (backtest)

64.11

—

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

55.41

—

Daily win rate, backtest period (backtest)

61.75%

—

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

55.34%

—

Backtest

Backtest final value (from $10,000)

$2.0M

—

Backtest regulatory fees

$5,956

—

Backtest slippage cost

$47k

—

Returns

Backtest length

1,132

—

Out-of-sample length

356

—

Return, backtest period (annualized) (backtest)

225.26%

—

Return, backtest period (cumulative) (backtest)

20k%

—

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

27.09%

3.62%

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

39.64%

2.81%

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

-1.88%

—

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

0.80%

0.34%

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

0.59%

—

Return, trailing 1 year (backtest)

29.69%

—

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

35.40%

86.44%

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

0.80%

—

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

14.60%

0.95%

SPY annualized return over the backtest window (backtest)

14.48%

—

Risk metrics

Calmar ratio, backtest period (backtest)

7.48

—

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

0.90

331.36

Maximum drawdown, backtest period (backtest)

-30.10%

—

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

-30.09%

-0.01%

Sharpe ratio, backtest period (backtest)

2.95

—

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

1.14

18.06

Sortino ratio, backtest period (backtest)

6.38

—

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

1.95

—

Standard deviation, backtest period (backtest)

43.18%

—

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

23.34%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.26

—

Construction

Logic complexity (node count)

6,510

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

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