Side-by-side comparison

Compare investment strategies

Equal-Weight AI-Native Biotech Stocks 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-driven drug discovery, biotech, concentrated, equal-weight, life sciences software, no scheduled rebalancing, small/mid-cap

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)

0.50

—

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

2.33

—

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

0.44

—

Trading activity

Annualized turnover, backtest period (backtest)

3.82

—

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

3.28

—

Daily win rate, backtest period (backtest)

48.06%

—

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

48.19%

—

Backtest

Backtest final value (from $10,000)

$5,717

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

1,317

—

Out-of-sample length

—

Return, backtest period (annualized) (backtest)

-10.14%

—

Return, backtest period (cumulative) (backtest)

-42.83%

—

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

172.80%

138.64%

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

36.43%

3.87%

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

-9.04%

—

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

28.70%

8.12%

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

-7.67%

—

Return, trailing 1 year (backtest)

20.58%

—

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

0.00%

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

-21.10%

—

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

16.87%

0.00%

SPY annualized return over the backtest window (backtest)

12.97%

—

Risk metrics

Calmar ratio, backtest period (backtest)

-0.12

—

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

10.24

51.98

Maximum drawdown, backtest period (backtest)

-84.35%

—

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

-16.88%

-2.67%

Sharpe ratio, backtest period (backtest)

0.09

—

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

2.03

4.29

Sortino ratio, backtest period (backtest)

0.13

—

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

2.02

—

Standard deviation, backtest period (backtest)

56.27%

—

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

58.20%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.15

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

12.00%

10.00%

Rebalance frequency

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