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Compare investment strategies

TQQQ or T-Bills on 20-Day Bond/Stock RSI 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)

bonds vs stocks, leveraged etf, momentum, risk-on/risk-off, rsi, tactical allocation

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

Asset classes / instruments

equities

Market-relative

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

0.15

—

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

1.93

—

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

0.71

—

Trading activity

Annualized turnover, backtest period (backtest)

26.04

—

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

22.91

—

Daily win rate, backtest period (backtest)

48.54%

—

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

74.13%

—

Backtest

Backtest final value (from $10,000)

$5.8M

—

Backtest regulatory fees

$7,513

—

Backtest slippage cost

$57k

—

Returns

Backtest length

4,190

—

Out-of-sample length

924

—

Return, backtest period (annualized) (backtest)

46.57%

—

Return, backtest period (cumulative) (backtest)

58k%

—

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

55.39%

3.45%

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

404.25%

0.13%

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

0.04%

—

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

0.34%

0.00%

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

0.09%

—

Return, trailing 1 year (backtest)

84.16%

—

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

84.16%

0.00%

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

0.17%

—

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

0.95%

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)

1.03

128.91

Maximum drawdown, backtest period (backtest)

-75.63%

—

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

-53.87%

-0.03%

Sharpe ratio, backtest period (backtest)

1.07

—

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

1.30

10.69

Sortino ratio, backtest period (backtest)

1.57

—

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

2.07

—

Standard deviation, backtest period (backtest)

45.61%

—

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

40.15%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

Rebalance frequency

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