Side-by-side comparison

Compare investment strategies

Core-Satellite with Rotating Bonds and SPY Trend vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

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)

200-day moving average, bonds, core-satellite, etf rotation, momentum, real estate, tactical asset allocation, trend-following, us stocks

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

Asset classes / instruments

equities

Risk metrics

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

0.24

64.30

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

-18.90%

-1.60%

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

0.54

6.66

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

9.10%

11.42%

Construction

Rebalance frequency

quarterly

weekly

Returns

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

4.57%

103.09%

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

23.02%

4.90%

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

0.44%

-4.41%

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

2.89%

0.00%

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

0.85%

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