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Russell 2000 3x Long-Short with Inflation Filter vs VIXM Volatility Scaling Hedge with SHV Cash

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Bonds / Treasuries

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Hedge / defensive overlay: Gold / precious metals

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Leverage use

—

Rebalance schedule

—

Trading signal: Relative strength vs another asset

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Trading signal: RSI overbought / oversold

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Trading signal: Trend (moving averages)

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Universe / index

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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)

defensive (treasuries/gold), inflation regime, leveraged etfs, rsi/momentum, tactical small-cap rotation, trend filter

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

Asset classes / instruments

equities

Market-relative

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

0.04

—

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

1.85

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

0.70

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Trading activity

Annualized turnover, backtest period (backtest)

34.06

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

46.49

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Daily win rate, backtest period (backtest)

53.07%

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

52.41%

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Backtest

Backtest final value (from $10,000)

$127k

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Backtest regulatory fees

$455

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Backtest slippage cost

$3,615

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Returns

Backtest length

3,507

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Out-of-sample length

580

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Return, backtest period (annualized) (backtest)

20.06%

—

Return, backtest period (cumulative) (backtest)

1174%

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

31.71%

3.45%

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

88.72%

0.13%

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

0.49%

—

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

-3.77%

0.00%

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

-0.92%

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Return, trailing 1 year (backtest)

66.03%

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

66.03%

0.00%

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

-1.07%

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

-6.48%

0.00%

SPY annualized return over the backtest window (backtest)

15.00%

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Risk metrics

Calmar ratio, backtest period (backtest)

0.23

—

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

0.57

128.91

Maximum drawdown, backtest period (backtest)

-88.05%

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

-55.58%

-0.03%

Sharpe ratio, backtest period (backtest)

0.68

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

0.86

10.69

Sortino ratio, backtest period (backtest)

0.94

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

1.31

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Standard deviation, backtest period (backtest)

38.12%

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

42.97%

0.35%

Quality

Community review status

ACTIVE

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Holdings

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

0.96

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

—

Watchers

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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