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T-Bill Default with Stress Triggered 3x Tech and VIX Baskets vs Domestic Leveraged Sector Trend Rotation

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

crypto proxy, leveraged etfs, risk-on/risk-off, 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

53.07

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

-2.48%

-1.27%

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

2.78

4.69

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

4.62%

11.60%

Construction

Rebalance corridor width

1.00%

Rebalance frequency

none

Returns

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

13.54%

67.14%

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

17.92%

4.80%

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

0.34%

4.80%

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

16.48%

0.00%

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

4.06%

0.00%

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