Side-by-side comparison

Compare investment strategies

Daily Buy Mega-Cap Tech/AI Growth with Gold-Silver Hedge vs ERX, Refiners and Gold Miners Inverse-Volatility 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)

dollar-cost averaging, energy/defense tilt, growth-heavy, mega-cap tech/ai tilt, precious metals hedge, s&p 500 core, us equities

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

equities

Market-relative

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

0.11

—

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

1.19

—

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

0.94

—

Trading activity

Annualized turnover, backtest period (backtest)

0.13

—

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

0.00

—

Daily win rate, backtest period (backtest)

55.86%

—

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

58.00%

—

Backtest

Backtest final value (from $10,000)

$31k

—

Backtest regulatory fees

$36

—

Backtest slippage cost

$30

—

Returns

Backtest length

1,185

—

Out-of-sample length

469

—

Return, backtest period (annualized) (backtest)

27.06%

—

Return, backtest period (cumulative) (backtest)

208.64%

—

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

33.16%

138.64%

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

70.59%

3.87%

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

1.05%

—

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

3.04%

8.12%

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

1.63%

—

Return, trailing 1 year (backtest)

19.55%

—

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

19.59%

0.00%

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

0.92%

—

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

7.88%

0.00%

SPY annualized return over the backtest window (backtest)

13.78%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.92

—

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

1.53

51.98

Maximum drawdown, backtest period (backtest)

-29.36%

—

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

-21.67%

-2.67%

Sharpe ratio, backtest period (backtest)

1.18

—

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

1.45

4.29

Sortino ratio, backtest period (backtest)

1.74

—

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

2.19

—

Standard deviation, backtest period (backtest)

22.50%

—

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

21.40%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.05

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

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