Side-by-side comparison

Compare investment strategies

TQQQ or T-Bills with Black Swan and Bond Signals 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)

leveraged etfs, mean reversion, risk management, tactical asset allocation, trend-following, volatility hedge

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

Asset classes / instruments

equities

Market-relative

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

-0.02

—

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

1.98

—

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

0.68

—

Trading activity

Annualized turnover, backtest period (backtest)

44.06

—

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

50.98

—

Daily win rate, backtest period (backtest)

50.07%

—

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

60.31%

—

Backtest

Backtest final value (from $10,000)

$4.3B

—

Backtest regulatory fees

$12.6M

—

Backtest slippage cost

$121.3M

—

Returns

Backtest length

3,781

—

Out-of-sample length

519

—

Return, backtest period (annualized) (backtest)

137.30%

—

Return, backtest period (cumulative) (backtest)

42911k%

—

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

26.57%

3.45%

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

61.70%

0.13%

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

0.01%

—

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

10.54%

0.00%

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

-3.98%

—

Return, trailing 1 year (backtest)

-1.19%

—

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

4.50%

0.00%

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

-5.90%

—

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

18.19%

0.00%

SPY annualized return over the backtest window (backtest)

15.65%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.02

—

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

0.75

128.91

Maximum drawdown, backtest period (backtest)

-45.47%

—

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

-35.53%

-0.03%

Sharpe ratio, backtest period (backtest)

1.94

—

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

0.73

10.69

Sortino ratio, backtest period (backtest)

3.79

—

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

1.01

—

Standard deviation, backtest period (backtest)

50.67%

—

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

47.58%

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