Side-by-side comparison

Compare investment strategies

Apple and Microsoft 50/50 Buy and Hold vs Rising Rates Volatility Switch Risk-Parity Mix

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)

buy-and-hold, concentrated, equal-weight, mega-cap tech, no-rebalance, us equities

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

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)

1.00

—

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

0.71

—

Trading activity

Annualized turnover, backtest period (backtest)

1.14

—

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

0.98

—

Daily win rate, backtest period (backtest)

53.46%

—

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

54.03%

—

Backtest

Backtest final value (from $10,000)

$31.4M

—

Backtest regulatory fees

$183

—

Backtest slippage cost

$1,061

—

Returns

Backtest length

9,266

—

Out-of-sample length

496

—

Return, backtest period (annualized) (backtest)

24.48%

—

Return, backtest period (cumulative) (backtest)

314k%

—

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

19.46%

3.62%

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

41.40%

2.81%

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

-0.90%

—

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

7.92%

0.34%

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

-0.55%

—

Return, trailing 1 year (backtest)

20.22%

—

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

20.55%

6.30%

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

2.21%

—

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

23.01%

0.95%

SPY annualized return over the backtest window (backtest)

10.82%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.36

—

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

0.72

331.36

Maximum drawdown, backtest period (backtest)

-68.65%

—

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

-26.93%

-0.01%

Sharpe ratio, backtest period (backtest)

0.86

—

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

0.88

18.06

Sortino ratio, backtest period (backtest)

1.27

—

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

1.35

—

Standard deviation, backtest period (backtest)

30.89%

—

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

23.35%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.50

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

5.00%

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