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Compare investment strategies

Protected Leverage Fund Surfing Bond-Gated Tech (No K-1) 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)

daily rebalanced, inverse/short hedging, k-1 free, leveraged etfs, mean reversion, rates and fx aware, risk-on/off regimes, tactical asset allocation, trend/momentum

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

Asset classes / instruments

equities

Market-relative

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

0.15

—

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

1.23

—

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

0.47

—

Trading activity

Annualized turnover, backtest period (backtest)

58.53

—

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

66.77

—

Daily win rate, backtest period (backtest)

54.96%

—

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

55.02%

—

Backtest

Backtest final value (from $10,000)

$2.6M

—

Backtest regulatory fees

$12k

—

Backtest slippage cost

$98k

—

Returns

Backtest length

2,982

—

Out-of-sample length

836

—

Return, backtest period (annualized) (backtest)

60.14%

—

Return, backtest period (cumulative) (backtest)

26k%

—

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

35.81%

3.45%

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

174.41%

0.13%

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

-2.12%

—

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

2.54%

0.00%

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

-0.35%

—

Return, trailing 1 year (backtest)

8.44%

—

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

20.46%

0.00%

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

3.34%

—

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

11.75%

0.00%

SPY annualized return over the backtest window (backtest)

13.61%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.44

—

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

0.86

128.91

Maximum drawdown, backtest period (backtest)

-41.81%

—

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

-41.81%

-0.03%

Sharpe ratio, backtest period (backtest)

1.65

—

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

0.98

10.69

Sortino ratio, backtest period (backtest)

2.49

—

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

1.41

—

Standard deviation, backtest period (backtest)

31.71%

—

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

39.20%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.55

—

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