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Word is Bond Combo: Weekly 2x/3x S&P 500 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-as-signals, leveraged s&p 500, momentum/rsi, risk-on/off, tactical allocation, volatility filter, weekly rebalance

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

Asset classes / instruments

equities

Market-relative

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

-0.04

—

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

1.60

—

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

0.95

—

Trading activity

Annualized turnover, backtest period (backtest)

6.26

—

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

7.00

—

Daily win rate, backtest period (backtest)

55.20%

—

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

56.77%

—

Backtest

Backtest final value (from $10,000)

$380k

—

Backtest regulatory fees

$235

—

Backtest slippage cost

$1,596

—

Returns

Backtest length

3,924

—

Out-of-sample length

768

—

Return, backtest period (annualized) (backtest)

26.31%

—

Return, backtest period (cumulative) (backtest)

3701%

—

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

29.93%

3.45%

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

122.32%

0.13%

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

0.53%

—

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

3.32%

0.00%

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

0.67%

—

Return, trailing 1 year (backtest)

22.60%

—

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

22.60%

0.00%

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

0.89%

—

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

4.54%

0.00%

SPY annualized return over the backtest window (backtest)

13.99%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.78

—

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

1.00

128.91

Maximum drawdown, backtest period (backtest)

-33.87%

—

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

-29.87%

-0.03%

Sharpe ratio, backtest period (backtest)

1.07

—

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

1.15

10.69

Sortino ratio, backtest period (backtest)

1.57

—

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

1.70

—

Standard deviation, backtest period (backtest)

24.77%

—

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

25.60%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

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

0.31

—

Construction

Logic complexity (node count)

101

—

Rebalance corridor width

—

10.00%

Rebalance frequency

weekly

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