Side-by-side comparison

Compare investment strategies

Equal-Weight Meta, Amazon, Microsoft and Alphabet vs Rising Rates Volatility Switch Risk-Parity 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)

concentrated, daily rebalancing, equal-weight, mega-cap tech, us equities

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.04

—

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

1.20

—

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

0.77

—

Trading activity

Annualized turnover, backtest period (backtest)

0.00

—

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

0.00

—

Daily win rate, backtest period (backtest)

55.71%

—

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

55.00%

—

Backtest

Backtest final value (from $10,000)

$288k

—

Backtest regulatory fees

$123

—

Backtest slippage cost

$273

—

Returns

Backtest length

3,624

—

Out-of-sample length

400

—

Return, backtest period (annualized) (backtest)

26.32%

—

Return, backtest period (cumulative) (backtest)

2782%

—

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

31.74%

3.62%

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

54.04%

2.81%

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

-2.50%

—

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

7.54%

0.34%

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

-1.93%

—

Return, trailing 1 year (backtest)

16.79%

—

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

17.93%

6.30%

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

0.11%

—

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

14.59%

0.95%

SPY annualized return over the backtest window (backtest)

15.13%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.50

—

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

1.54

331.36

Maximum drawdown, backtest period (backtest)

-52.68%

—

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

-20.60%

-0.01%

Sharpe ratio, backtest period (backtest)

1.04

—

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

1.18

18.06

Sortino ratio, backtest period (backtest)

1.52

—

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

1.79

—

Standard deviation, backtest period (backtest)

25.66%

—

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

26.43%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

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