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Compare investment strategies

Amoeba All-Weather: Leveraged Tech, SCHD, ARK, Bitcoin vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

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)

all-weather, ark/bitcoin tilts, bonds/commodities rotation, leveraged etfs, tactical multi-asset, trend + mean-reversion, volatility hedging

ballast (cash/dividends/gold/tips/energy), blue chips, growth/ai tilt, multi-asset rotation, recent-winner selection, weekly rebalance

Asset classes / instruments

equities

Market-relative

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

0.01

—

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

1.08

—

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

0.66

—

Trading activity

Annualized turnover, backtest period (backtest)

52.65

—

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

53.44

—

Daily win rate, backtest period (backtest)

54.78%

—

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

52.39%

—

Backtest

Backtest final value (from $10,000)

$57k

—

Backtest regulatory fees

$211

—

Backtest slippage cost

$1,516

—

Returns

Backtest length

1,077

—

Out-of-sample length

922

—

Return, backtest period (annualized) (backtest)

50.33%

—

Return, backtest period (cumulative) (backtest)

471.91%

—

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

21.74%

103.09%

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

105.56%

4.90%

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

0.80%

—

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

2.02%

-4.41%

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

1.00%

—

Return, trailing 1 year (backtest)

36.11%

—

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

36.13%

0.00%

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

-0.40%

—

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

18.51%

0.00%

SPY annualized return over the backtest window (backtest)

19.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.89

—

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

0.81

64.30

Maximum drawdown, backtest period (backtest)

-26.69%

—

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

-26.68%

-1.60%

Sharpe ratio, backtest period (backtest)

1.83

—

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

0.93

6.66

Sortino ratio, backtest period (backtest)

3.15

—

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

1.53

—

Standard deviation, backtest period (backtest)

23.77%

—

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

24.11%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

4,461

—

Rebalance corridor width

10.00%

—

Rebalance frequency

none

weekly

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