Side-by-side comparison

Compare investment strategies

Quarterly Bond Signal: Top-4 Growth or Macro Defense vs VIXM Volatility Scaling Hedge with SHV Cash

Every published figureShow 13 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

hedging/managed futures, macro (rates/dollar/commodities), momentum + mean reversion, multi-asset, quarterly rotation, risk-on/off, tactical allocation

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

Asset classes / instruments

equities

Risk metrics

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

2.88

128.91

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

-2.46%

-0.03%

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

1.04

10.69

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

6.94%

0.35%

Construction

Rebalance corridor width

—

10.00%

Rebalance frequency

quarterly

none

Returns

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

7.11%

3.45%

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

1.90%

0.13%

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

1.39%

0.00%

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

46.13%

0.00%

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

1.72%

0.00%

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