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Victorious VGT: Tech Dip Buys with Inverse 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, inverse etfs, mean-reversion tech focus, risk-hedged, tactical allocation, trend 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)

0.27

—

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

0.71

—

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

0.53

—

Trading activity

Annualized turnover, backtest period (backtest)

43.72

—

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

45.72

—

Daily win rate, backtest period (backtest)

54.95%

—

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

59.26%

—

Backtest

Backtest final value (from $10,000)

$6.4M

—

Backtest regulatory fees

$16k

—

Backtest slippage cost

$135k

—

Returns

Backtest length

4,710

—

Out-of-sample length

486

—

Return, backtest period (annualized) (backtest)

41.23%

—

Return, backtest period (cumulative) (backtest)

63k%

—

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

44.43%

3.45%

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

103.50%

0.13%

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

-0.41%

—

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

-4.34%

0.00%

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

-0.12%

—

Return, trailing 1 year (backtest)

53.78%

—

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

53.76%

0.00%

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

-0.61%

—

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

9.74%

0.00%

SPY annualized return over the backtest window (backtest)

11.98%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.58

—

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

2.96

128.91

Maximum drawdown, backtest period (backtest)

-15.96%

—

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

-15.01%

-0.03%

Sharpe ratio, backtest period (backtest)

1.92

—

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

1.76

10.69

Sortino ratio, backtest period (backtest)

3.14

—

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

2.85

—

Standard deviation, backtest period (backtest)

18.94%

—

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

22.36%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.93

—

Construction

Logic complexity (node count)

285

—

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