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Compare investment strategies

Second Opus 3x Dip Buyer with Yield-Curve Signals 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 rebalance, leveraged etfs, mean reversion, multi-asset, tactical allocation, tech-heavy, trend following, volatility hedging

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

Asset classes / instruments

equities

Market-relative

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

0.17

—

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

0.53

—

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

0.51

—

Trading activity

Annualized turnover, backtest period (backtest)

34.41

—

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

32.91

—

Daily win rate, backtest period (backtest)

56.25%

—

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

53.59%

—

Backtest

Backtest final value (from $10,000)

$343k

—

Backtest regulatory fees

$908

—

Backtest slippage cost

$6,872

—

Returns

Backtest length

2,352

—

Out-of-sample length

976

—

Return, backtest period (annualized) (backtest)

46.01%

—

Return, backtest period (cumulative) (backtest)

3327%

—

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

29.89%

3.45%

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

175.64%

0.13%

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

0.44%

—

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

1.37%

0.00%

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

1.00%

—

Return, trailing 1 year (backtest)

34.85%

—

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

34.85%

0.00%

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

0.93%

—

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

8.67%

0.00%

SPY annualized return over the backtest window (backtest)

15.07%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.61

—

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

2.99

128.91

Maximum drawdown, backtest period (backtest)

-9.98%

—

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

-9.98%

-0.03%

Sharpe ratio, backtest period (backtest)

2.28

—

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

1.75

10.69

Sortino ratio, backtest period (backtest)

4.40

—

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

3.34

—

Standard deviation, backtest period (backtest)

17.28%

—

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

15.61%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Construction

Logic complexity (node count)

524

—

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