Side-by-side comparison

Compare investment strategies

Public Treasury Ladder Account (3 and 5 Year) vs D-Fence Trend Switch: SPY or T-Bills with Hedges

Every published figureShow 14 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, defensive, inverse-hedge, managed futures, risk-on/off, t-bills, tactical, trend-following

Asset classes / instruments

—

equities

Risk metrics

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

—

28.47

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

—

-1.41%

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

—

3.57

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

—

10.03%

Cost & access

Minimum investment

$1,000

—

Construction

Rebalance frequency

—

daily

Rebalancing (methodology text)

Not automatically rebalanced; deposits, withdrawals and optional reinvestment of maturity/coupon proceeds move holdings toward target allocation

—

Returns

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

—

40.01%

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

—

2.98%

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

—

2.98%

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

—

0.00%

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

—

2.82%

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