Each row is one exact variant (window and basis), so a value appears only where a source publishes it.
Classification
AI categories (Composer)
aerospace & defense, energy, momentum, tactical sector rotation, trend-following
Asset classes / instruments
Market-relative
Alpha vs SPY, out-of-sample (out-of-sample)
Beta vs SPY, out-of-sample (out-of-sample)
Correlation (R) vs SPY, out-of-sample (out-of-sample)
Correlation to SPY (full history) (client composite)
Correlation to SPY (Quantbase data field) (basis not stated)
Returns
Annual return (Quantbase data field) (basis not stated)
Annualized return since inception (Lighthorse, daily, composite)
Backtest end date (Quantbase data field)
Return since chart start (cumulative) (client composite)
Return, backtest period (annualized) (backtest)
Return, backtest period (cumulative) (backtest)
Return, last 365 days (Lighthorse, daily, composite)
Return, out-of-sample period (annualized) (out-of-sample)
Return, out-of-sample period (cumulative) (out-of-sample)
Return, rolling 1 year (client composite)
Return, trailing 1 day (out-of-sample)
Return, trailing 1 month (out-of-sample)
Return, trailing 1 week (out-of-sample)
Return, trailing 1 year (backtest)
Return, trailing 1 year (out-of-sample)
Return, trailing 2 weeks (out-of-sample)
Return, trailing 3 months (out-of-sample)
SPY annualized return over the backtest window (backtest)
Trading activity
Annualized turnover, backtest period (backtest)
Annualized turnover, out-of-sample period (out-of-sample)
Daily win rate, backtest period (backtest)
Daily win rate, out-of-sample period (out-of-sample)
Backtest
Backtest final value (from $10,000)
Cost & access
Management / advisory fee
Risk metrics
Calmar ratio, backtest period (backtest)
Calmar ratio, out-of-sample period (out-of-sample)
Daily volatility over the chart range (client composite)
Max drawdown over the chart range (client composite)
Maximum drawdown since inception (Lighthorse, daily, composite)
Maximum drawdown, backtest period (backtest)
Maximum drawdown, last 365 days (Lighthorse, daily, composite)
Maximum drawdown, out-of-sample period (out-of-sample)
Monthly volatility over the chart range (client composite)
Sharpe ratio from daily returns over the chart range (client composite)
Sharpe ratio since inception (Lighthorse, daily, composite)
Sharpe ratio, backtest period (backtest)
Sharpe ratio, last 365 days (Lighthorse, daily, composite)
Sharpe ratio, out-of-sample period (out-of-sample)
Sortino ratio, backtest period (backtest)
Sortino ratio, last 365 days (Lighthorse, daily, composite)
Sortino ratio, out-of-sample period (out-of-sample)
Standard deviation, backtest period (backtest)
Standard deviation, out-of-sample period (out-of-sample)
Volatility over the chart range, annualized from daily (×√252) (client composite)
Volatility since inception (Lighthorse, daily, composite)
Volatility, last 365 days (Lighthorse, daily, composite)
Quality
Holdings
Concentration (Herfindahl index, out-of-sample, as Composer reports it)
Suitability
Experience minimum: bonds
Experience minimum: crypto
Experience minimum: equity
Experience minimum: leverage
Experience minimum: options
Construction
Logic complexity (node count)
Disclosure
Metrics calculated through
Risk score
Qualitative risk score (Quantbase data field)
Risk score 0-5 (Quantbase)
Popularity
