Side-by-side comparison

Compare investment strategies

SPY Unless Shipping RSI and 20-Day Trend Weaken 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)

macro proxy (shipping), momentum, risk-on/risk-off, t-bills, tactical allocation, trend-following, us equities

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

Asset classes / instruments

equities

Market-relative

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

0.06

—

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

0.54

—

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

0.73

—

Trading activity

Annualized turnover, backtest period (backtest)

14.07

—

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

7.21

—

Daily win rate, backtest period (backtest)

55.56%

—

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

56.68%

—

Backtest

Backtest final value (from $10,000)

$35k

—

Backtest regulatory fees

$52

—

Backtest slippage cost

$448

—

Returns

Backtest length

2,095

—

Out-of-sample length

524

—

Return, backtest period (annualized) (backtest)

16.42%

—

Return, backtest period (cumulative) (backtest)

254.22%

—

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

17.02%

3.45%

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

38.22%

0.13%

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

-1.13%

—

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

2.37%

0.00%

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

-2.23%

—

Return, trailing 1 year (backtest)

14.55%

—

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

17.26%

0.00%

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

-1.82%

—

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

3.83%

0.00%

SPY annualized return over the backtest window (backtest)

14.74%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.83

—

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

1.92

128.91

Maximum drawdown, backtest period (backtest)

-19.83%

—

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

-8.88%

-0.03%

Sharpe ratio, backtest period (backtest)

1.28

—

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

1.38

10.69

Sortino ratio, backtest period (backtest)

1.82

—

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

1.80

—

Standard deviation, backtest period (backtest)

12.49%

—

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

11.95%

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

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