Side-by-side comparison

Compare investment strategies

UPRO or T-Bills via Bond-Trend and Calm Checks 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)

bond-led signals, leveraged s&p 500, risk-on/risk-off, tactical allocation, trend + momentum filters, volatility filter

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

Asset classes / instruments

equities

Market-relative

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

0.07

—

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

0.58

—

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

0.63

—

Trading activity

Annualized turnover, backtest period (backtest)

23.55

—

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

13.59

—

Daily win rate, backtest period (backtest)

53.12%

—

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

68.26%

—

Backtest

Backtest final value (from $10,000)

$698k

—

Backtest regulatory fees

$1,271

—

Backtest slippage cost

$9,813

—

Returns

Backtest length

3,767

—

Out-of-sample length

649

—

Return, backtest period (annualized) (backtest)

32.84%

—

Return, backtest period (cumulative) (backtest)

6882%

—

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

18.13%

3.45%

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

53.08%

0.13%

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

0.03%

—

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

0.34%

0.00%

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

0.08%

—

Return, trailing 1 year (backtest)

13.20%

—

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

12.07%

0.00%

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

0.14%

—

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

2.07%

0.00%

SPY annualized return over the backtest window (backtest)

14.85%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.89

—

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

1.04

128.91

Maximum drawdown, backtest period (backtest)

-17.37%

—

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

-17.37%

-0.03%

Sharpe ratio, backtest period (backtest)

1.71

—

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

1.21

10.69

Sortino ratio, backtest period (backtest)

2.95

—

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

1.70

—

Standard deviation, backtest period (backtest)

17.52%

—

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

14.63%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.77

—

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