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Pinnacle Junk Bond and Treasury Lead-Indicator 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)

credit-led timing, daily rebalance, leveraged/inverse etfs, long/short, macro regime, rates & commodities, rsi momentum, tactical etf rotation, volatility stance

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

Asset classes / instruments

equities

Market-relative

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

0.16

—

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

0.62

—

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

0.50

—

Trading activity

Annualized turnover, backtest period (backtest)

65.32

—

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

72.58

—

Daily win rate, backtest period (backtest)

56.22%

—

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

53.90%

—

Backtest

Backtest final value (from $10,000)

$2.6M

—

Backtest regulatory fees

$14k

—

Backtest slippage cost

$112k

—

Returns

Backtest length

3,773

—

Out-of-sample length

538

—

Return, backtest period (annualized) (backtest)

45.03%

—

Return, backtest period (cumulative) (backtest)

26k%

—

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

28.80%

3.45%

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

71.83%

0.13%

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

0.39%

—

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

0.76%

0.00%

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

0.68%

—

Return, trailing 1 year (backtest)

26.81%

—

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

26.80%

0.00%

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

-0.46%

—

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

2.24%

0.00%

SPY annualized return over the backtest window (backtest)

15.52%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.55

—

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

2.37

128.91

Maximum drawdown, backtest period (backtest)

-17.63%

—

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

-12.14%

-0.03%

Sharpe ratio, backtest period (backtest)

2.03

—

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

1.35

10.69

Sortino ratio, backtest period (backtest)

3.36

—

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

2.24

—

Standard deviation, backtest period (backtest)

19.21%

—

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

20.28%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.16

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

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