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Compare investment strategies

VIXM Crash Catcher with UVXY Hedge and 3x Bounce Buys vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

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

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

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%

261.52%

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

162.03%

6.85%

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

0.49%

—

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

4.96%

1.95%

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%

0.00%

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

0.91%

—

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

14.50%

6.14%

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

376.45

Maximum drawdown, backtest period (backtest)

-18.28%

—

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

-18.28%

-0.69%

Sharpe ratio, backtest period (backtest)

1.72

—

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

1.15

7.79

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%

18.11%

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%

—

Rebalance frequency

none

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