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Vixation: VIX Funds on Heat, 3x Bulls on Washouts, T-Bills vs Better Than a CD: Tech Trend with T-Bill Defense

Every published figureShow 42 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-on/off, tactical, tech-heavy, volatility (vix)

bonds/gold, inverse/short, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, trend-following, volatility hedged

Asset classes / instruments

equities

Market-relative

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

0.12

—

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

0.80

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

18.20

—

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

16.80

—

Daily win rate, backtest period (backtest)

48.13%

—

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

76.97%

—

Backtest

Backtest final value (from $10,000)

$1.6M

—

Backtest regulatory fees

$2,289

—

Backtest slippage cost

$19k

—

Returns

Backtest length

3,765

—

Out-of-sample length

686

—

Return, backtest period (annualized) (backtest)

40.60%

—

Return, backtest period (cumulative) (backtest)

16k%

—

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

29.50%

4.85%

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

102.31%

4.53%

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

0.04%

—

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

0.34%

0.38%

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

0.09%

—

Return, trailing 1 year (backtest)

30.25%

—

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

30.25%

6.30%

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

0.17%

—

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

13.63%

1.75%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.21

—

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

1.60

9.16

Maximum drawdown, backtest period (backtest)

-18.40%

—

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

-18.40%

-0.53%

Sharpe ratio, backtest period (backtest)

1.54

—

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

1.14

3.47

Sortino ratio, backtest period (backtest)

4.32

—

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

2.61

—

Standard deviation, backtest period (backtest)

23.85%

—

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

25.39%

1.37%

Quality

Community review status

ACTIVE

—

Holdings

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

0.95

—

Construction

Logic complexity (node count)

202

—

Rebalance frequency

daily

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