Side-by-side comparison

Compare investment strategies

Defensive USD and Treasury Core with 2x Nasdaq Dip Sleeve vs Ray Dalio All Weather Portfolio

At a glance

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

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

18.9%Best

-1.9%

20.7%

—

11.0%

7.3%Best

1.76Best

0.56

-9.8%Best

-11.2%

Fee

—

1.00%

Each source uses its own scale

—

2.09(0-5 (Quantbase))

Inception

2023-11-06

2021-09-19

Holdings

60%

82%Best

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.

Ray Dalio All Weather PortfolioCompositeup 22.1%
S&P 500 ETFup 78.3%

No published history to chart: Defensive USD and Treasury Core with 2x Nasdaq Dip Sleeve.

What they hold

The latest holdings each source publishes. Simulated holdings come from a backtest; a stated mix is a target from the strategy's documents.

as of 2026-10-11

as of 2026-08-08

Asset mix

ETFs 100%

Top 5 holdings

USDU50.2%
IEF24.6%
VIG15.1%
XLP5.1%
KXI5.0%
of 6 positions

VGLT40.0%
VTI30.0%
IEF15.0%
DBC7.5%
IAU7.5%

Overlap

The share of portfolio weight two strategies hold in common (strategies with published holdings).

	Defensive USD and Treasury Core with 2x Nasdaq Dip Sleeve	Ray Dalio All Weather Portfolio
Defensive USD and Treasury Core with 2x Nasdaq Dip Sleeve		15%
Ray Dalio All Weather Portfolio	15%

Every published figureShow 68 attributes

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

Classification

AI categories (Composer)

currency hedge, defensive core, dip-buying, leveraged tech sleeve, rules-based, tactical allocation, treasuries hedge, volatility filter

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Asset classes / instruments

equities

—

Market-relative

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

0.05

—

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

0.63

—

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

0.87

—

Correlation to SPY (full history) (client composite)

—

0.48

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

—

0.48

Returns

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

—

3.83%

Backtest end date (Quantbase data field)

—

2022-11-01

Backtest length

3,220

—

Out-of-sample length

733

—

Return since chart start (cumulative) (client composite)

—

19.51%

Return, backtest period (annualized) (backtest)

21.80%

—

Return, backtest period (cumulative) (backtest)

1144%

—

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

20.71%

—

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

73.03%

—

Return, rolling 1 year (client composite)

—

-1.94%

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

0.25%

—

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

1.31%

—

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

0.90%

—

Return, trailing 1 year (backtest)

18.91%

—

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

18.91%

—

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

0.85%

—

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

3.39%

—

SPY annualized return over the backtest window (backtest)

13.99%

—

Trading activity

Annualized turnover, backtest period (backtest)

10.79

—

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

9.93

—

Daily win rate, backtest period (backtest)

56.71%

—

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

55.25%

—

Backtest

Backtest final value (from $10,000)

$124k

—

Backtest regulatory fees

$197

—

Backtest slippage cost

$1,262

—

Cost & access

Brokerage / custodian

—

Alpaca

Management / advisory fee

—

1.00%

Risk metrics

Calmar ratio, backtest period (backtest)

1.84

—

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

2.11

—

Daily volatility over the chart range (client composite)

—

0.46%

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

—

-8.34%

Max drawdown over the chart range (client composite)

—

-11.18%

Maximum drawdown, backtest period (backtest)

-11.82%

—

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

-9.82%

—

Monthly volatility over the chart range (client composite)

—

2.88%

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

—

4.72

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

—

0.56

Sharpe ratio, backtest period (backtest)

1.83

—

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

1.76

—

Sortino ratio, backtest period (backtest)

3.14

—

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

3.27

—

Standard deviation, backtest period (backtest)

11.11%

—

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

11.05%

—

Volatility (Quantbase data field) (basis not stated)

—

0.02%

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

—

7.30%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Suitability

Experience minimum: bonds

—

Experience minimum: crypto

—

Experience minimum: equity

—

Experience minimum: leverage

—

Experience minimum: options

—

Construction

Last rebalance date

—

2026-08-08

Logic complexity (node count)

115

—

Rebalance corridor width

1.00%

—

Rebalance frequency

none

quarterly

Disclosure

Metrics calculated through

—

2026-10-04

Risk score

Qualitative risk score (Quantbase data field)

—

1.50

Risk score 0-5 (Quantbase)

—

2.09

Popularity

Remixes (copies)

—

Watchers

—

Defensive USD and Treasury Core with 2x Nasdaq Dip Sleeve

15%

Ray Dalio All Weather Portfolio

15%

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Overlap

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

Overlap

Do the holdings back the rules?

Costs, access & sources