Side-by-side comparison

Compare investment strategies

VIXM Volatility Scaling Hedge with SHV Cash vs Bond and Defensive Signals Gate for TQQQ

Every published figureShow 13 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

risk management, tactical allocation, treasuries, vix futures, volatility hedge

bond signals, daily rebalance, defensive factor, leveraged etf, nasdaq-100, risk-on/off, tactical momentum, trend following

Asset classes / instruments

equities

Risk metrics

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

128.91

43.28

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

-0.03%

-4.79%

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

10.69

3.80

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

0.35%

31.69%

Construction

Rebalance corridor width

10.00%

—

Rebalance frequency

none

daily

Returns

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

3.45%

207.42%

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

0.13%

17.40%

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

0.00%

17.20%

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

0.00%

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

0.00%

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