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Compare investment strategies

VGT Washout Buys with VIXY/Anti-Beta Overheat Hedge vs Rising Rates Volatility Switch Risk-Parity Mix

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, defensive rotation, etfs, mean reversion, tactical allocation, tech-focused, trend following, volatility hedge

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

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)

0.67

—

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

0.46

—

Trading activity

Annualized turnover, backtest period (backtest)

43.79

—

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

48.60

—

Daily win rate, backtest period (backtest)

54.86%

—

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

56.44%

—

Backtest

Backtest final value (from $10,000)

$6.8M

—

Backtest regulatory fees

$20k

—

Backtest slippage cost

$167k

—

Returns

Backtest length

3,786

—

Out-of-sample length

489

—

Return, backtest period (annualized) (backtest)

54.37%

—

Return, backtest period (cumulative) (backtest)

68k%

—

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

16.07%

3.62%

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

33.13%

2.81%

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

2.63%

—

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

-4.34%

0.34%

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

2.62%

—

Return, trailing 1 year (backtest)

32.38%

—

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

27.17%

6.30%

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

4.14%

—

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

-5.98%

0.95%

SPY annualized return over the backtest window (backtest)

15.28%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.28

—

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

0.67

331.36

Maximum drawdown, backtest period (backtest)

-23.88%

—

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

-23.88%

-0.01%

Sharpe ratio, backtest period (backtest)

2.24

—

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

0.74

18.06

Sortino ratio, backtest period (backtest)

3.93

—

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

1.22

—

Standard deviation, backtest period (backtest)

20.34%

—

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

24.16%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.94

—

Construction

Logic complexity (node count)

231

—

Rebalance corridor width

—

5.00%

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