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Wooden ARKK Machine Laggard Bounce Rotation vs VIXM Volatility Scaling Hedge with SHV Cash

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 rebalanced, leveraged etfs, long/short, mean reversion, risk-on/off, rsi signal, tactical

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

Asset classes / instruments

equities

Market-relative

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

0.61

—

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

0.91

—

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

0.19

—

Trading activity

Annualized turnover, backtest period (backtest)

148.48

—

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

144.00

—

Daily win rate, backtest period (backtest)

53.78%

—

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

51.79%

—

Backtest

Backtest final value (from $10,000)

$7.0M

—

Backtest regulatory fees

$29k

—

Backtest slippage cost

$248k

—

Returns

Backtest length

1,110

—

Out-of-sample length

840

—

Return, backtest period (annualized) (backtest)

342.62%

—

Return, backtest period (cumulative) (backtest)

70k%

—

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

71.26%

3.45%

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

502.26%

0.13%

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

-0.39%

—

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

26.73%

0.00%

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

2.97%

—

Return, trailing 1 year (backtest)

148.69%

—

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

148.53%

0.00%

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

7.71%

—

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

48.51%

0.00%

SPY annualized return over the backtest window (backtest)

17.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.35

—

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

1.32

128.91

Maximum drawdown, backtest period (backtest)

-53.91%

—

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

-53.92%

-0.03%

Sharpe ratio, backtest period (backtest)

2.31

—

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

1.11

10.69

Sortino ratio, backtest period (backtest)

3.84

—

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

1.67

—

Standard deviation, backtest period (backtest)

77.48%

—

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

71.14%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

107

—

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