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Compare investment strategies

TQQQ Tech Rotation with Inverse and T-Bill 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)

daily rebalance, leveraged etf rotation, mean reversion, tech/semis focus, trend & momentum, volatility hedging

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

Asset classes / instruments

equities

Market-relative

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

-0.08

—

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

2.02

—

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

0.73

—

Trading activity

Annualized turnover, backtest period (backtest)

51.52

—

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

37.83

—

Daily win rate, backtest period (backtest)

57.35%

—

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

54.64%

—

Backtest

Backtest final value (from $10,000)

$43.7M

—

Backtest regulatory fees

$113k

—

Backtest slippage cost

$1.1M

—

Returns

Backtest length

1,728

—

Out-of-sample length

926

—

Return, backtest period (annualized) (backtest)

239.26%

—

Return, backtest period (cumulative) (backtest)

436k%

—

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

27.66%

3.45%

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

145.53%

0.13%

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

1.53%

—

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

-2.21%

0.00%

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

3.55%

—

Return, trailing 1 year (backtest)

23.42%

—

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

23.41%

0.00%

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

-0.03%

—

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

4.35%

0.00%

SPY annualized return over the backtest window (backtest)

16.03%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.20

—

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

0.82

128.91

Maximum drawdown, backtest period (backtest)

-38.61%

—

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

-33.89%

-0.03%

Sharpe ratio, backtest period (backtest)

2.46

—

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

0.80

10.69

Sortino ratio, backtest period (backtest)

4.87

—

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

1.24

—

Standard deviation, backtest period (backtest)

55.84%

—

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

40.81%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.52

—

Construction

Logic complexity (node count)

308

—

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