Side-by-side comparison

Compare investment strategies

Equal-Weight Five Dividend Stocks Buy-and-Hold vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

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)

buy-and-hold, concentrated, dividend income, equal-weight, multi-sector, single-stocks, value/cyclical

ballast (cash/dividends/gold/tips/energy), blue chips, growth/ai tilt, multi-asset rotation, recent-winner selection, weekly rebalance

Asset classes / instruments

equities

Market-relative

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

0.08

—

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

0.45

—

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

0.41

—

Trading activity

Annualized turnover, backtest period (backtest)

1.42

—

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

1.49

—

Daily win rate, backtest period (backtest)

52.39%

—

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

50.99%

—

Backtest

Backtest final value (from $10,000)

$49k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

4,827

—

Out-of-sample length

808

—

Return, backtest period (annualized) (backtest)

8.65%

—

Return, backtest period (cumulative) (backtest)

389.84%

—

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

16.69%

103.09%

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

64.14%

4.90%

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

-2.17%

—

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

-2.97%

-4.41%

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

-0.35%

—

Return, trailing 1 year (backtest)

16.04%

—

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

19.57%

0.00%

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

-1.41%

—

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

6.36%

0.00%

SPY annualized return over the backtest window (backtest)

11.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.17

—

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

1.16

64.30

Maximum drawdown, backtest period (backtest)

-52.02%

—

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

-14.41%

-1.60%

Sharpe ratio, backtest period (backtest)

0.47

—

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

1.03

6.66

Sortino ratio, backtest period (backtest)

0.67

—

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

1.55

—

Standard deviation, backtest period (backtest)

23.44%

—

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

16.30%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.21

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

—

Rebalance frequency

none

weekly

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