Side-by-side comparison

Compare investment strategies

Equal-Weight Large-Cap Growth ETF Basket vs Macro-Filtered Short-Term Momentum with Mean Reversion

Every published figureShow 12 attributes

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

Classification

AI categories (Composer)

daily rebalance, equal-weight, etf basket, large-cap growth, tech tilt, us equities

daily rebalance, long/short, macro regime rotation, momentum + mean reversion, multi-asset, risk-managed, tactical etf, volatility hedging

Asset classes / instruments

equities

Risk metrics

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

0.82

180.23

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

-21.75%

-0.42%

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

0.91

9.00

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

20.25%

6.75%

Construction

Rebalance frequency

daily

Returns

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

17.80%

76.55%

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

30.88%

3.91%

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

4.28%

0.00%

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

15.78%

0.00%

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

4.66%

0.00%

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