Side-by-side comparison

Compare investment strategies

Super SPY Sectors with VIXY/Low-Vol Overbought Hedge vs Rising Rates Volatility Switch Risk-Parity Mix

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)

bond–equity timing, overbought hedging, risk management, sector momentum, tactical rotation, trend following, volatility hedge

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

-0.00

—

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

0.70

—

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

0.65

—

Trading activity

Annualized turnover, backtest period (backtest)

29.10

—

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

31.72

—

Daily win rate, backtest period (backtest)

57.58%

—

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

56.47%

—

Backtest

Backtest final value (from $10,000)

$1.7M

—

Backtest regulatory fees

$4,562

—

Backtest slippage cost

$39k

—

Returns

Backtest length

3,786

—

Out-of-sample length

533

—

Return, backtest period (annualized) (backtest)

40.64%

—

Return, backtest period (cumulative) (backtest)

17k%

—

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

14.33%

3.62%

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

32.38%

2.81%

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

-0.96%

—

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

2.56%

0.34%

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

-5.11%

—

Return, trailing 1 year (backtest)

1.86%

—

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

7.76%

6.30%

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

-4.66%

—

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

4.89%

0.95%

SPY annualized return over the backtest window (backtest)

15.28%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.11

—

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

1.10

331.36

Maximum drawdown, backtest period (backtest)

-13.06%

—

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

-13.06%

-0.01%

Sharpe ratio, backtest period (backtest)

2.01

—

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

0.86

18.06

Sortino ratio, backtest period (backtest)

4.00

—

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

1.11

—

Standard deviation, backtest period (backtest)

17.77%

—

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

17.41%

0.20%

Quality

Community review status

REJECTED

—

Holdings

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

0.50

—

Construction

Logic complexity (node count)

292

—

Rebalance corridor width

5.00%

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