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Compare investment strategies

Word is Bond: Bond-Timed 3x Tech with UVXY Crash Hedge 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)

bond-momentum gating, leveraged tech momentum, risk-on/risk-off, tactical trend, volatility hedge

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

Asset classes / instruments

equities

Market-relative

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

0.18

—

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

1.49

—

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

0.61

—

Trading activity

Annualized turnover, backtest period (backtest)

35.78

—

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

32.35

—

Daily win rate, backtest period (backtest)

51.00%

—

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

62.43%

—

Backtest

Backtest final value (from $10,000)

$50.5M

—

Backtest regulatory fees

$80k

—

Backtest slippage cost

$722k

—

Returns

Backtest length

3,765

—

Out-of-sample length

567

—

Return, backtest period (annualized) (backtest)

76.94%

—

Return, backtest period (cumulative) (backtest)

505k%

—

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

42.73%

3.45%

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

123.00%

0.13%

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

0.04%

—

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

-0.31%

0.00%

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

0.09%

—

Return, trailing 1 year (backtest)

82.40%

—

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

82.38%

0.00%

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

0.17%

—

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

4.96%

0.00%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.01

—

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

1.12

128.91

Maximum drawdown, backtest period (backtest)

-38.27%

—

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

-38.27%

-0.03%

Sharpe ratio, backtest period (backtest)

1.70

—

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

1.09

10.69

Sortino ratio, backtest period (backtest)

2.91

—

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

1.65

—

Standard deviation, backtest period (backtest)

37.63%

—

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

40.01%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.84

—

Construction

Logic complexity (node count)

403

—

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