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Compare investment strategies

TIP Trend Switch Between 3x Mid-Cap and Anti-Beta vs VIXM Volatility Scaling Hedge with SHV Cash

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)

inflation/tips signal, leveraged etfs, macro timing, market neutral factor, risk-on/risk-off, tactical allocation, trend following

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

Asset classes / instruments

equities

Risk metrics

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

-4.56

128.91

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

-7.09%

-0.03%

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

-1.91

10.69

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

20.17%

0.35%

Construction

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Returns

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

-32.33%

3.45%

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

-4.39%

0.13%

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

-0.99%

0.00%

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

0.00%

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

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