Side-by-side comparison

Compare investment strategies

Bitcoin and AI Chips with Income Funds vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

Every published figureShow 42 attributes

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

Classification

AI categories (Composer)

ai, bitcoin, covered calls, crypto, daily rebalance, growth, high yield, income, leveraged etfs, options income, semiconductors

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)

0.04

—

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

2.95

—

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

0.80

—

Trading activity

Annualized turnover, backtest period (backtest)

0.00

—

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

0.00

—

Daily win rate, backtest period (backtest)

56.40%

—

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

56.12%

—

Backtest

Backtest final value (from $10,000)

$46k

—

Backtest regulatory fees

$22

—

Backtest slippage cost

$50

—

Returns

Backtest length

688

—

Out-of-sample length

654

—

Return, backtest period (annualized) (backtest)

74.70%

—

Return, backtest period (cumulative) (backtest)

359.69%

—

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

51.94%

103.09%

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

196.63%

4.90%

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

-0.05%

—

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

8.95%

-4.41%

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

-5.28%

—

Return, trailing 1 year (backtest)

37.69%

—

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

37.71%

0.00%

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

-2.43%

—

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

16.47%

0.00%

SPY annualized return over the backtest window (backtest)

21.10%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.63

—

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

1.13

64.30

Maximum drawdown, backtest period (backtest)

-45.87%

—

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

-45.86%

-1.60%

Sharpe ratio, backtest period (backtest)

1.26

—

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

1.01

6.66

Sortino ratio, backtest period (backtest)

1.89

—

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

1.50

—

Standard deviation, backtest period (backtest)

57.33%

—

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

57.71%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.17

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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