Side-by-side comparison

Compare investment strategies

SVXY vs UVXY Frontrunner with T-Bill Exit vs 100% SGOV Treasury Bill Cash Holder

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)

risk-on/off, rsi-based, short-term, svxy, tactical, uvxy, vix-driven, volatility rotation

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

Asset classes / instruments

equities

Market-relative

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

0.29

—

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

0.57

—

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

0.18

—

Trading activity

Annualized turnover, backtest period (backtest)

43.90

—

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

41.34

—

Daily win rate, backtest period (backtest)

58.18%

—

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

55.68%

—

Backtest

Backtest final value (from $10,000)

$8.7M

—

Backtest regulatory fees

$23k

—

Backtest slippage cost

$208k

—

Returns

Backtest length

2,078

—

Out-of-sample length

695

—

Return, backtest period (annualized) (backtest)

127.25%

—

Return, backtest period (cumulative) (backtest)

87k%

—

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

32.43%

3.61%

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

117.22%

0.76%

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

0.81%

—

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

3.71%

0.32%

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

1.26%

—

Return, trailing 1 year (backtest)

5.52%

—

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

5.50%

0.00%

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

1.09%

—

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

6.47%

0.00%

SPY annualized return over the backtest window (backtest)

15.38%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.50

—

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

0.64

45148.96

Maximum drawdown, backtest period (backtest)

-50.91%

—

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

-50.91%

-0.00%

Sharpe ratio, backtest period (backtest)

1.78

—

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

0.81

20.28

Sortino ratio, backtest period (backtest)

3.36

—

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

1.23

—

Standard deviation, backtest period (backtest)

53.73%

—

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

50.16%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

daily

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