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Stress-Gated 3x Semis/Nasdaq, Dollar/Gold Havens 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

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Hedge / defensive overlay: Cash / T-bills

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Hedge / defensive overlay: Currencies / US dollar

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Hedge / defensive overlay: Gold / precious metals

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Hedge / defensive overlay: Inverse / short exposure

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Leverage use

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Trading signal: RSI overbought / oversold

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Trading signal: Trend (moving averages)

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Trading signal: Volatility regime (VIX)

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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)

commodities, dollar, gold, hedging, inverse etfs, leveraged etfs, mean reversion, multi-asset, nasdaq, regime switching, semiconductors, tactical, treasuries, trend following, volatility

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

Asset classes / instruments

equities

Market-relative

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

0.14

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

0.13

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

0.12

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Trading activity

Annualized turnover, backtest period (backtest)

61.72

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

68.68

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Daily win rate, backtest period (backtest)

56.49%

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

54.52%

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Backtest

Backtest final value (from $10,000)

$2.3M

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Backtest regulatory fees

$13k

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Backtest slippage cost

$100k

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Returns

Backtest length

2,912

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Out-of-sample length

620

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Return, backtest period (annualized) (backtest)

60.13%

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Return, backtest period (cumulative) (backtest)

23k%

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

15.45%

3.45%

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

41.99%

0.13%

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

0.37%

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

-2.02%

0.00%

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

1.95%

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Return, trailing 1 year (backtest)

10.31%

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

9.50%

0.00%

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

3.98%

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

-0.67%

0.00%

SPY annualized return over the backtest window (backtest)

13.68%

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Risk metrics

Calmar ratio, backtest period (backtest)

3.91

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

1.00

128.91

Maximum drawdown, backtest period (backtest)

-15.37%

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

-15.37%

-0.03%

Sharpe ratio, backtest period (backtest)

2.51

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

0.90

10.69

Sortino ratio, backtest period (backtest)

5.13

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

1.53

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Standard deviation, backtest period (backtest)

19.49%

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

17.61%

0.35%

Quality

Community review status

ACTIVE

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Holdings

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

0.20

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Construction

Logic complexity (node count)

460

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Rebalance corridor width

5.00%

10.00%

Rebalance frequency

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