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Word is Bond Black Swan Catcher: 3x Tech Slices 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)

bonds vs equities, leveraged etfs, momentum/trend, tactical allocation, volatility hedging

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

Asset classes / instruments

equities

Market-relative

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

0.00

—

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

2.08

—

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

0.73

—

Trading activity

Annualized turnover, backtest period (backtest)

29.58

—

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

28.75

—

Daily win rate, backtest period (backtest)

51.63%

—

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

65.60%

—

Backtest

Backtest final value (from $10,000)

$19.0M

—

Backtest regulatory fees

$29k

—

Backtest slippage cost

$248k

—

Returns

Backtest length

3,765

—

Out-of-sample length

596

—

Return, backtest period (annualized) (backtest)

65.74%

—

Return, backtest period (cumulative) (backtest)

190k%

—

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

34.27%

3.45%

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

100.99%

0.13%

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

0.04%

—

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

-0.54%

0.00%

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

0.09%

—

Return, trailing 1 year (backtest)

103.95%

—

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

103.94%

0.00%

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

0.17%

—

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

6.83%

0.00%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.34

—

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

0.70

128.91

Maximum drawdown, backtest period (backtest)

-49.01%

—

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

-49.01%

-0.03%

Sharpe ratio, backtest period (backtest)

1.54

—

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

0.88

10.69

Sortino ratio, backtest period (backtest)

2.35

—

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

1.22

—

Standard deviation, backtest period (backtest)

37.28%

—

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

45.93%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.58

—

Construction

Logic complexity (node count)

123

—

Rebalance corridor width

10.00%

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