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VIXM vs SVXY Fear/Calm Switch into 3x Stock ETFs vs Domestic Leveraged Sector Trend 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)

daily rebalance, leveraged etf rotation, momentum, risk-on/risk-off, sector/commodity tilts, volatility regime switching

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.31

—

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

0.66

—

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

0.31

—

Trading activity

Annualized turnover, backtest period (backtest)

64.59

—

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

72.71

—

Daily win rate, backtest period (backtest)

57.29%

—

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

53.56%

—

Backtest

Backtest final value (from $10,000)

$2.8M

—

Backtest regulatory fees

$8,751

—

Backtest slippage cost

$67k

—

Returns

Backtest length

2,367

—

Out-of-sample length

547

—

Return, backtest period (annualized) (backtest)

82.42%

—

Return, backtest period (cumulative) (backtest)

28k%

—

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

47.27%

67.14%

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

132.06%

4.80%

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

-1.92%

—

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

-5.23%

4.80%

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

-1.68%

—

Return, trailing 1 year (backtest)

81.17%

—

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

81.15%

0.00%

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

-2.09%

—

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

18.03%

0.00%

SPY annualized return over the backtest window (backtest)

15.14%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.08

—

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

1.98

53.07

Maximum drawdown, backtest period (backtest)

-26.75%

—

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

-23.86%

-1.27%

Sharpe ratio, backtest period (backtest)

1.71

—

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

1.29

4.69

Sortino ratio, backtest period (backtest)

2.59

—

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

1.93

—

Standard deviation, backtest period (backtest)

40.00%

—

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

34.78%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.54

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

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