Side-by-side comparison

Compare investment strategies

T-Bill Default with Stress Triggered 3x Tech and VIX Baskets vs 50/50 Hedged Rotation and TQQQ Dip-Buy

Every published figureShow 13 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/t-bills, leveraged etfs, long/short, risk-on/risk-off, tactical, tech-heavy, volatility/vix

leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Risk metrics

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

5.47

331.36

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

-2.48%

-0.01%

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

2.78

18.06

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

4.62%

0.20%

Construction

Rebalance corridor width

1.00%

9.00%

Rebalance frequency

none

Returns

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

13.54%

3.62%

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

17.92%

2.81%

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

0.34%

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

16.48%

86.44%

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

4.06%

0.95%

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