Side-by-side comparison

Compare investment strategies

Depressed Blue Chips Crisis Rebound (S&P 500) vs CAN SLIM Growth Leaders Equal-Weight Basket

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.

10.7%Best

0.0%

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63.5%

13.0%Best

23.7%

0.92

2.23Best

-18.9%

-7.7%Best

Fee

1.00%

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Each source uses its own scale

2.71(0-5 (Quantbase))

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Inception

2022-07-03

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Holdings

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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.

Depressed Blue Chips Crisis Rebound (S&P 500)Compositeup 67.6%
S&P 500 ETFup 79.1%

No published history to chart: CAN SLIM Growth Leaders Equal-Weight Basket.

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Include screen: Growth

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Include screen: Momentum

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Include screen: Quality / profitability

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Include screen: Valuation ratios

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Include screen: Value

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Number of holdings

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Rebalance schedule

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Trading signal: Credit spreads

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Universe / index

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Weighting scheme

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Every published figureShow 35 attributes

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

Classification

AI categories (Composer)

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can slim, daily rebalance, equal-weight, growth, momentum, rules-based, us equities

Asset classes / instruments

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equities

Returns

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

17.72%

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Backtest end date (Quantbase data field)

2022-08-01

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Return since chart start (cumulative) (client composite)

72.59%

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

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63.53%

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

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15.09%

Return, rolling 1 year (client composite)

10.68%

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

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1.66%

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

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0.00%

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

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12.65%

Cost & access

Brokerage / custodian

Alpaca

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Management / advisory fee

1.00%

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Risk metrics

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

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8.27

Daily volatility over the chart range (client composite)

0.82%

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Max drawdown over the chart range (client composite)

-18.87%

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

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-7.68%

Monthly volatility over the chart range (client composite)

4.04%

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

0.92

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

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2.23

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

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23.67%

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

13.02%

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Market-relative

Correlation to SPY (full history) (client composite)

0.92

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

0.92

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Suitability

Experience minimum: bonds

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Experience minimum: crypto

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Experience minimum: equity

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Experience minimum: leverage

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Experience minimum: options

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Construction

Last rebalance date

2022-05-03

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Rebalance frequency

weekly

daily

Rebalancing (methodology text)

Signal-based

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Disclosure

Metrics calculated through

2026-10-05

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Risk score

Qualitative risk score (Quantbase data field)

3.50

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Risk score 0-5 (Quantbase)

2.71

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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