Side-by-side comparison

Compare investment strategies

Equal-Weight 10 AI Stocks Basket 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)

ai, equal-weight, large-cap growth, long-only, quarterly rebalance, semiconductors, software, thematic equity, us stocks

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)

0.07

—

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

1.56

—

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

0.85

—

Trading activity

Annualized turnover, backtest period (backtest)

2.29

—

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

2.37

—

Daily win rate, backtest period (backtest)

53.42%

—

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

55.14%

—

Backtest

Backtest final value (from $10,000)

$40k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

1,464

—

Out-of-sample length

827

—

Return, backtest period (annualized) (backtest)

27.00%

—

Return, backtest period (cumulative) (backtest)

301.23%

—

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

41.02%

138.64%

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

209.36%

3.87%

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

0.56%

—

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

6.46%

8.12%

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

0.75%

—

Return, trailing 1 year (backtest)

36.18%

—

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

36.18%

0.00%

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

1.01%

—

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

13.26%

0.00%

SPY annualized return over the backtest window (backtest)

15.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.56

—

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

1.42

51.98

Maximum drawdown, backtest period (backtest)

-48.52%

—

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

-28.88%

-2.67%

Sharpe ratio, backtest period (backtest)

0.94

—

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

1.39

4.29

Sortino ratio, backtest period (backtest)

1.41

—

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

2.13

—

Standard deviation, backtest period (backtest)

30.20%

—

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

27.52%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.10

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

quarterly

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