Side-by-side comparison

Compare investment strategies

VIXM Crash Catcher with UVXY Hedge and 3x Bounce Buys vs 50/50 Hedged Rotation and TQQQ Dip-Buy

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)

bear-market, leveraged etfs, mean-reversion, risk-on/risk-off, short-term swing, tactical, trend-following, volatility-hedge

leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.10

—

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

0.89

—

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

0.55

—

Trading activity

Annualized turnover, backtest period (backtest)

66.12

—

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

68.58

—

Daily win rate, backtest period (backtest)

51.05%

—

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

56.71%

—

Backtest

Backtest final value (from $10,000)

$2.2M

—

Backtest regulatory fees

$12k

—

Backtest slippage cost

$99k

—

Returns

Backtest length

3,775

—

Out-of-sample length

968

—

Return, backtest period (annualized) (backtest)

43.38%

—

Return, backtest period (cumulative) (backtest)

22k%

—

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

28.47%

3.62%

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

162.03%

2.81%

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

0.49%

—

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

4.96%

0.34%

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

0.23%

—

Return, trailing 1 year (backtest)

13.61%

—

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

13.61%

86.44%

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

0.91%

—

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

14.50%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.37

—

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

1.56

331.36

Maximum drawdown, backtest period (backtest)

-18.28%

—

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

-18.28%

-0.01%

Sharpe ratio, backtest period (backtest)

1.72

—

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

1.15

18.06

Sortino ratio, backtest period (backtest)

3.56

—

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

2.19

—

Standard deviation, backtest period (backtest)

22.35%

—

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

24.19%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.96

—

Construction

Logic complexity (node count)

161

—

Rebalance corridor width

10.00%

9.00%

Rebalance frequency

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