Side-by-side comparison

Compare investment strategies

AI Top 5 Weekly Momentum with Drawdown Hedges vs ERX, Refiners and Gold Miners Inverse-Volatility Mix

At a glance

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

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

5.0%Best

0.0%

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138.6%

22.7%Best

22.9%

0.92

4.29Best

-29.2%

-2.7%Best

Each source uses its own scale

3.52(0-5 (Quantbase))

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Inception

2024-08-29

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55%Best

40%

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.

AI Top 5 Weekly Momentum with Drawdown HedgesCompositeup 43.0%
S&P 500 ETFup 33.8%

No published history to chart: ERX, Refiners and Gold Miners Inverse-Volatility Mix.

Every published figureShow 44 attributes

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

Classification

AI categories (Composer)

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commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

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equities

Returns

Annual return (Quantbase data field) (basis not stated)

21.56%

—

Annualized return since inception (Lighthorse, daily, composite)

23.46%

—

Backtest end date (Quantbase data field)

2024-10-23

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Return since chart start (cumulative) (client composite)

50.81%

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Return, last 365 days (Lighthorse, daily, composite)

9.45%

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

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138.64%

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

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3.87%

Return, rolling 1 year (client composite)

5.04%

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

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8.12%

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

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0.00%

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

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0.00%

Cost & access

Brokerage / custodian

Alpaca

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Risk metrics

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

—

51.98

Daily volatility over the chart range (client composite)

1.43%

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Max drawdown over the chart range (client composite)

-29.18%

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Maximum drawdown since inception (Lighthorse, daily, composite)

-29.18%

—

Maximum drawdown, last 365 days (Lighthorse, daily, composite)

-20.42%

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

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-2.67%

Monthly volatility over the chart range (client composite)

7.67%

—

Sharpe ratio from daily returns over the chart range (client composite)

0.92

—

Sharpe ratio since inception (Lighthorse, daily, composite)

0.76

—

Sharpe ratio, last 365 days (Lighthorse, daily, composite)

0.32

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

—

4.29

Sortino ratio, last 365 days (Lighthorse, daily, composite)

0.46

—

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

—

22.88%

Volatility over the chart range, annualized from daily (×√252) (client composite)

22.70%

—

Volatility since inception (Lighthorse, daily, composite)

26.91%

—

Volatility, last 365 days (Lighthorse, daily, composite)

27.55%

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Market-relative

Correlation to SPY (full history) (client composite)

0.52

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Correlation to SPY (Quantbase data field) (basis not stated)

0.52

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Suitability

Experience minimum: bonds

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Experience minimum: crypto

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Experience minimum: equity

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Experience minimum: leverage

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Experience minimum: options

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Construction

Last rebalance date

2026-10-05

—

Rebalance corridor width

—

10.00%

Rebalance frequency

weekly

none

Disclosure

Metrics calculated through

2026-10-05

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Identity

Partner (Quantbase data field)

statis

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Risk score

Qualitative risk score (Quantbase data field)

—

Risk score 0-5 (Quantbase)

3.52

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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