Side-by-side comparison

Compare investment strategies

Conservative Sector Rotation with Treasury/KMLM Fallback vs 100% SGOV Treasury Bill Cash Holder

Every published figureShow 12 attributes

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

Classification

AI categories (Composer)

bonds, daily rebalance, defensive sectors, inverse hedges, leveraged etfs, managed futures, risk management, sector rotation

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

Asset classes / instruments

equities

Risk metrics

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

6.18

45148.96

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

-4.22%

-0.00%

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

2.32

20.28

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

10.26%

0.18%

Construction

Rebalance frequency

daily

Returns

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

26.09%

3.61%

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

18.12%

0.76%

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

0.72%

0.32%

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

29.77%

0.00%

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

0.56%

0.00%

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