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SOXL/UVXY Bond-vs-T-Bill Regime Switch, Inverse Variant 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)

cash/treasuries, daily rebalance, leveraged etfs, momentum + mean-reversion, regime filter, semiconductors, tactical, volatility (vix)

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

Asset classes / instruments

equities

Market-relative

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

0.25

—

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

5.37

—

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

0.74

—

Trading activity

Annualized turnover, backtest period (backtest)

72.34

—

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

21.09

—

Daily win rate, backtest period (backtest)

44.63%

—

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

53.37%

—

Backtest

Backtest final value (from $10,000)

$249

—

Backtest regulatory fees

$559

—

Backtest slippage cost

$1,175

—

Returns

Backtest length

3,762

—

Out-of-sample length

980

—

Return, backtest period (annualized) (backtest)

-21.91%

—

Return, backtest period (cumulative) (backtest)

-97.51%

—

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

106.68%

3.45%

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

1588%

0.13%

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

-1.94%

—

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

11.11%

0.00%

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

-14.63%

—

Return, trailing 1 year (backtest)

94.42%

—

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

94.96%

0.00%

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

-7.72%

—

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

-26.77%

0.00%

SPY annualized return over the backtest window (backtest)

15.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

-0.22

—

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

1.32

128.91

Maximum drawdown, backtest period (backtest)

-99.95%

—

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

-80.84%

-0.03%

Sharpe ratio, backtest period (backtest)

0.15

—

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

1.21

10.69

Sortino ratio, backtest period (backtest)

0.21

—

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

1.81

—

Standard deviation, backtest period (backtest)

86.32%

—

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

108.49%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

650

—

Watchers

259

—

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