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T-Bill Default with Stress Triggered 3x Tech and VIX Baskets vs Oil, Gas, Semis and Treasuries Short-Term Pair 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

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Risk metrics

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

5.47

376.45

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

-2.48%

-0.69%

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

2.78

7.79

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

4.62%

18.11%

Construction

Rebalance corridor width

1.00%

—

Rebalance frequency

none

daily

Returns

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

13.54%

261.52%

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

17.92%

6.85%

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

0.34%

1.95%

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

16.48%

0.00%

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

4.06%

6.14%

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