Side-by-side comparison

Compare investment strategies

Pop Bot Bond-Momentum Switch into QLD or T-Bills 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)

leveraged etfs, momentum (rsi), nasdaq-100 focus, risk-on/risk-off, tactical allocation, treasury signals

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

Asset classes / instruments

equities

Market-relative

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

0.18

—

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

0.49

—

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

0.41

—

Trading activity

Annualized turnover, backtest period (backtest)

28.66

—

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

24.64

—

Daily win rate, backtest period (backtest)

46.90%

—

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

74.03%

—

Backtest

Backtest final value (from $10,000)

$1.5M

—

Backtest regulatory fees

$3,558

—

Backtest slippage cost

$25k

—

Returns

Backtest length

4,872

—

Out-of-sample length

982

—

Return, backtest period (annualized) (backtest)

29.58%

—

Return, backtest period (cumulative) (backtest)

15k%

—

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

30.27%

3.45%

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

180.52%

0.13%

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

0.04%

—

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

0.34%

0.00%

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

0.09%

—

Return, trailing 1 year (backtest)

45.33%

—

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

45.33%

0.00%

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

0.17%

—

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

0.95%

0.00%

SPY annualized return over the backtest window (backtest)

10.78%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.14

—

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

2.06

128.91

Maximum drawdown, backtest period (backtest)

-25.86%

—

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

-14.70%

-0.03%

Sharpe ratio, backtest period (backtest)

1.30

—

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

1.53

10.69

Sortino ratio, backtest period (backtest)

2.06

—

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

2.56

—

Standard deviation, backtest period (backtest)

21.73%

—

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

18.36%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

—

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