Side-by-side comparison

Compare investment strategies

10 Blue-Chip US Stocks Equal-Weight Buy-and-Hold vs AlphaFactory Protective Momentum/Value Stocks with Gold

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (OOS, Model). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

18.6%Best

2.0%

23.2%Best

18.8%

14.5%

—

1.52

—

-16.8%Best

-25.8%

Minimum investment

—

$100

Each source uses its own scale

—

2.42(Surmount risk score)

Inception

2023-08-13

2025-06-30

Holdings

60%

82%Best

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

AlphaFactory Protective Momentum/Value Stocks with GoldModelup 12.0%
S&P 500 ETFup 22.1%

No published history to chart: 10 Blue-Chip US Stocks Equal-Weight Buy-and-Hold.

What they hold

The latest holdings each source publishes. Simulated holdings come from a backtest; a stated mix is a target from the strategy's documents.

as of 2026-10-11

as of 2026-10-20

Asset mix

Stocks 100%

Top 5 holdings

V10.4%
PG10.3%
JNJ10.2%
HD10.1%
AMZN10.1%
of 11 positions

AAPL50.0%
MSFT50.0%
CASH0.0%

Overlap

The share of portfolio weight two strategies hold in common (strategies with published holdings).

	10 Blue-Chip US Stocks Equal-Weight Buy-and-Hold	AlphaFactory Protective Momentum/Value Stocks with Gold
10 Blue-Chip US Stocks Equal-Weight Buy-and-Hold		10%
AlphaFactory Protective Momentum/Value Stocks with Gold	10%

Every published figureShow 53 attributes

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

Classification

AI categories (Composer)

blue-chip, buy-and-hold, concentrated, equal-weight, growth-tilt, multi-sector, us large-cap stocks

—

Asset classes / instruments

equities

equity

Market-relative

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

0.04

—

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

0.85

—

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

0.88

—

Returns

Annual return (Surmount tracking) (model tracking)

—

18.83%

Backtest length

4,669

—

Out-of-sample length

853

—

Return, 1 year (Surmount tracking) (model tracking)

—

2.05%

Return, 3 months (Surmount tracking) (model tracking)

—

6.19%

Return, backtest period (annualized) (backtest)

22.05%

—

Return, backtest period (cumulative) (backtest)

3913%

—

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

23.24%

—

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

103.01%

—

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

0.64%

—

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

2.85%

—

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

2.51%

—

Return, trailing 1 year (backtest)

16.99%

—

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

18.61%

—

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

1.76%

—

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

3.26%

—

Return, year to date (Surmount tracking) (model tracking)

—

-1.65%

SPY annualized return over the backtest window (backtest)

12.18%

—

Total return (Surmount tracking) (model tracking)

—

136.14%

Trading activity

Annualized turnover, backtest period (backtest)

1.24

—

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

1.47

—

Daily win rate, backtest period (backtest)

56.05%

—

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

55.92%

—

Backtest

Backtest final value (from $10,000)

$401k

—

Backtest regulatory fees

—

Backtest slippage cost

$22

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.49

—

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

1.38

—

Maximum drawdown (Surmount tracking) (model tracking)

—

-25.78%

Maximum drawdown, backtest period (backtest)

-45.21%

—

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

-16.80%

—

Sharpe ratio, backtest period (backtest)

1.09

—

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

1.52

—

Sortino ratio, backtest period (backtest)

1.59

—

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

2.33

—

Standard deviation, backtest period (backtest)

20.09%

—

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

14.49%

—

Quality

Community review status

ACTIVE

—

Holdings

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

0.11

—

Industry weights (Surmount)

—

Technology: 43.8% · Financial Services: 56.2%

Popularity

Investors following (Surmount)

—

Remixes (copies)

—

Watchers

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

—

Rebalance frequency

none

—

Cost & access

Minimum investment

—

$100

Risk score

Risk score (Surmount)

—

2.42

10 Blue-Chip US Stocks Equal-Weight Buy-and-Hold

10%

AlphaFactory Protective Momentum/Value Stocks with Gold

10%

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Overlap

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

Overlap

Do the holdings back the rules?

Costs, access & sources