Side-by-side comparison

Compare investment strategies

Crisis Factor Stocks with High-Yield Spread Trigger vs Bond and Defensive Signals Gate for TQQQ

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (Composite, OOS). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

5.1%Best

0.0%

—

207.4%

13.3%Best

31.7%

0.82

3.80Best

-19.2%

-4.8%Best

Fee

1.00%

—

Each source uses its own scale

3.95(0-5 (Quantbase))

—

Inception

2022-06-14

—

Holdings

—

73%Best

40%

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

Crisis Factor Stocks with High-Yield Spread TriggerCompositeup 56.8%
S&P 500 ETFup 77.5%

No published history to chart: Bond and Defensive Signals Gate for TQQQ.

Every published figureShow 38 attributes

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

Classification

AI categories (Composer)

—

bond signals, daily rebalance, defensive factor, leveraged etf, nasdaq-100, risk-on/off, tactical momentum, trend following

Asset classes / instruments

—

equities

Returns

Annual return (Quantbase data field) (basis not stated)

18.42%

—

Backtest end date (Quantbase data field)

2022-07-01

—

Return since chart start (cumulative) (client composite)

65.84%

—

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

—

207.42%

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

—

17.40%

Return, rolling 1 year (client composite)

5.06%

—

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

—

17.20%

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

—

0.00%

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

—

0.00%

Cost & access

Brokerage / custodian

Alpaca

—

Management / advisory fee

1.00%

—

Risk metrics

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

—

43.28

Daily volatility over the chart range (client composite)

0.84%

—

Max drawdown (Quantbase data field) (basis not stated)

-34.10%

—

Max drawdown over the chart range (client composite)

-19.22%

—

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

—

-4.79%

Monthly volatility over the chart range (client composite)

4.18%

—

Sharpe ratio (Quantbase data field) (basis not stated)

1.24

—

Sharpe ratio from daily returns over the chart range (client composite)

0.82

—

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

—

3.80

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

—

31.69%

Volatility (Quantbase data field) (basis not stated)

1.41%

—

Volatility over the chart range, annualized from daily (×√252) (client composite)

13.33%

—

Market-relative

Correlation to SPY (full history) (client composite)

0.36

—

Correlation to SPY (Quantbase data field) (basis not stated)

0.36

—

Suitability

Experience minimum: bonds

—

Experience minimum: crypto

—

Experience minimum: equity

—

Experience minimum: leverage

—

Experience minimum: options

—

Construction

Last rebalance date

2022-07-01

—

Rebalance frequency

monthly

daily

Rebalancing (methodology text)

Signal-based

—

Disclosure

Metrics calculated through

2026-10-04

—

Risk score

Qualitative risk score (Quantbase data field)

—

Risk score 0-5 (Quantbase)

3.95

—

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