Side-by-side comparison

Compare investment strategies

Developed-Country ETFs Inverse-Volatility Weighted vs Equity, Commodity, EM, Bond Rotator with Leveraged ETFs

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 2026-10-19

as of 2026-10-11

Asset mix

ETFs 100%

Top 5 holdings

SPY6.5%
EWC5.7%
EWU5.3%
EWS5.1%
EWL5.0%
of 23 positions

SPY83.3%
TMF16.7%

Overlap

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

	Developed-Country ETFs Inverse-Volatility Weighted	Equity, Commodity, EM, Bond Rotator with Leveraged ETFs
Developed-Country ETFs Inverse-Volatility Weighted		6%
Equity, Commodity, EM, Bond Rotator with Leveraged ETFs	6%

Every published figureShow 42 attributes

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

Classification

AI categories (Composer)

country etfs, daily rebalance, developed markets, equities, low-volatility tilt, risk-based weighting

daily rebalance, leveraged/inverse etfs, momentum and trend, multi-asset, tactical allocation

Asset classes / instruments

equities

Market-relative

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

0.07

0.52

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

0.70

0.24

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

0.78

0.15

Trading activity

Annualized turnover, backtest period (backtest)

0.38

49.56

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

0.37

49.23

Daily win rate, backtest period (backtest)

54.71%

59.44%

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

55.65%

58.06%

Backtest

Backtest final value (from $10,000)

$25k

$165k

Backtest regulatory fees

$84

$424

Backtest slippage cost

$37

$3,182

Returns

Backtest length

2,813

1,600

Out-of-sample length

496

360

Return, backtest period (annualized) (backtest)

8.50%

55.51%

Return, backtest period (cumulative) (backtest)

148.63%

1553%

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

19.24%

74.58%

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

40.89%

122.15%

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

-0.09%

0.56%

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

-4.44%

3.32%

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

0.24%

1.24%

Return, trailing 1 year (backtest)

13.82%

87.79%

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

14.39%

87.80%

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

-0.53%

0.81%

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

-0.79%

15.58%

SPY annualized return over the backtest window (backtest)

14.23%

17.66%

Risk metrics

Calmar ratio, backtest period (backtest)

0.24

2.92

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

1.42

6.99

Maximum drawdown, backtest period (backtest)

-35.35%

-18.98%

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

-13.55%

-10.67%

Sharpe ratio, backtest period (backtest)

0.57

2.24

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

1.25

2.82

Sortino ratio, backtest period (backtest)

0.78

3.64

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

1.85

4.89

Standard deviation, backtest period (backtest)

16.90%

20.65%

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

15.06%

20.58%

Quality

Community review status

ACTIVE

Holdings

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

0.05

0.43

Construction

Logic complexity (node count)

405

Rebalance frequency

daily

Popularity

Remixes (copies)

152

Watchers

116

Developed-Country ETFs Inverse-Volatility Weighted

Equity, Commodity, EM, Bond Rotator with Leveraged ETFs

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