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TQQQ Attack/Defense Playbook with Inverse and VIX Hedges 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)

hedging, leveraged etfs, momentum, risk management, tactical rotation, trend-following, volatility

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

Asset classes / instruments

equities

Market-relative

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

0.23

—

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

2.05

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

64.91

—

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

60.09

—

Daily win rate, backtest period (backtest)

53.18%

—

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

55.31%

—

Backtest

Backtest final value (from $10,000)

$647.5B

—

Backtest regulatory fees

$1.4B

—

Backtest slippage cost

$4.3B

—

Returns

Backtest length

3,960

—

Out-of-sample length

537

—

Return, backtest period (annualized) (backtest)

214.02%

—

Return, backtest period (cumulative) (backtest)

6474631k%

—

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

54.47%

3.45%

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

153.04%

0.13%

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

-1.26%

—

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

-13.53%

0.00%

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

-0.51%

—

Return, trailing 1 year (backtest)

49.98%

—

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

48.26%

0.00%

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

-2.37%

—

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

-21.12%

0.00%

SPY annualized return over the backtest window (backtest)

14.22%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.79

—

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

1.24

128.91

Maximum drawdown, backtest period (backtest)

-44.71%

—

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

-43.92%

-0.03%

Sharpe ratio, backtest period (backtest)

2.48

—

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

1.02

10.69

Sortino ratio, backtest period (backtest)

4.34

—

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

1.65

—

Standard deviation, backtest period (backtest)

51.50%

—

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

59.02%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

275

—

Rebalance corridor width

5.00%

10.00%

Rebalance frequency

none

Popularity

Remixes (copies)

162

—

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