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TLT 60-Day RSI Contrarian Tech and Treasury Switch 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)

contrarian, daily, leveraged/inverse etfs, long treasuries, risk-on/risk-off, rsi signals, tactical allocation, tech & semis

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

Asset classes / instruments

equities

Market-relative

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

0.17

—

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

0.38

—

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

0.19

—

Trading activity

Annualized turnover, backtest period (backtest)

36.96

—

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

31.96

—

Daily win rate, backtest period (backtest)

51.01%

—

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

75.66%

—

Backtest

Backtest final value (from $10,000)

$984k

—

Backtest regulatory fees

$2,221

—

Backtest slippage cost

$18k

—

Returns

Backtest length

3,866

—

Out-of-sample length

686

—

Return, backtest period (annualized) (backtest)

34.86%

—

Return, backtest period (cumulative) (backtest)

9737%

—

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

21.97%

3.45%

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

71.84%

0.13%

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

0.04%

—

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

-24.26%

0.00%

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

0.09%

—

Return, trailing 1 year (backtest)

48.75%

—

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

48.75%

0.00%

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

-13.66%

—

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

-1.51%

0.00%

SPY annualized return over the backtest window (backtest)

14.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.63

—

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

0.62

128.91

Maximum drawdown, backtest period (backtest)

-55.70%

—

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

-35.47%

-0.03%

Sharpe ratio, backtest period (backtest)

0.92

—

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

0.79

10.69

Sortino ratio, backtest period (backtest)

1.43

—

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

1.30

—

Standard deviation, backtest period (backtest)

42.34%

—

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

30.88%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.95

—

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