Side-by-side comparison

Compare investment strategies

T-Bill vs SPY Switch Between 3x Dow/Gold and 3x S&P/Nasdaq vs VIXM Volatility Scaling Hedge with SHV Cash

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)

daily rebalance, equity and gold, leveraged etfs, risk-on/risk-off, tactical asset allocation, trend filter

risk management, tactical allocation, treasuries, vix futures, volatility hedge

Asset classes / instruments

equities

Market-relative

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

-0.03

—

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

2.42

—

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

0.86

—

Trading activity

Annualized turnover, backtest period (backtest)

11.13

—

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

10.44

—

Daily win rate, backtest period (backtest)

55.70%

—

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

54.42%

—

Backtest

Backtest final value (from $10,000)

$2.4M

—

Backtest regulatory fees

$2,420

—

Backtest slippage cost

$14k

—

Returns

Backtest length

4,190

—

Out-of-sample length

917

—

Return, backtest period (annualized) (backtest)

38.90%

—

Return, backtest period (cumulative) (backtest)

24k%

—

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

43.59%

3.45%

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

273.61%

0.13%

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

1.50%

—

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

9.31%

0.00%

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

1.77%

—

Return, trailing 1 year (backtest)

21.44%

—

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

21.43%

0.00%

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

2.23%

—

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

7.06%

0.00%

SPY annualized return over the backtest window (backtest)

14.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.62

—

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

1.37

128.91

Maximum drawdown, backtest period (backtest)

-62.75%

—

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

-31.86%

-0.03%

Sharpe ratio, backtest period (backtest)

0.99

—

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

1.08

10.69

Sortino ratio, backtest period (backtest)

1.39

—

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

1.55

—

Standard deviation, backtest period (backtest)

42.12%

—

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

41.89%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.50

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

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