Side-by-side comparison

Compare investment strategies

Equal-Weight SPY, QQQ, DIA and IWM Quarterly vs Global Small-Value Stocks, 100-Day SPY Treasury Switch

What they hold

The latest holdings each source publishes. Simulated holdings come from a backtest; a stated mix is a target from the strategy's documents.

as of 2026-10-11

as of 2026-10-19

Asset mix

ETFs 100%

Top 5 holdings

DIA25.2%
SPY25.2%
QQQ24.9%
IWM24.7%
Cash0.0%

VTI42.0%
VEA24.0%
AVUV14.1%
VWO12.0%
AVDV8.0%

Overlap

The share of portfolio weight two strategies hold in common (strategies with published holdings).

	Equal-Weight SPY, QQQ, DIA and IWM Quarterly	Global Small-Value Stocks, 100-Day SPY Treasury Switch
Equal-Weight SPY, QQQ, DIA and IWM Quarterly		0%
Global Small-Value Stocks, 100-Day SPY Treasury Switch	0%

Every published figureShow 42 attributes

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

Classification

AI categories (Composer)

equal-weight, etfs, long-only, passive indexing, quarterly rebalance, us equities

100-day moving average, global equities, risk-on/risk-off, small-cap value tilt, tactical asset allocation, treasuries hedge, trend-following

Asset classes / instruments

equities

Market-relative

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

-0.02

0.00

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

1.04

0.84

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

0.98

0.88

Trading activity

Annualized turnover, backtest period (backtest)

0.47

5.37

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

0.46

2.41

Daily win rate, backtest period (backtest)

54.35%

54.17%

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

54.13%

56.83%

Backtest

Backtest final value (from $10,000)

$100k

$24k

Backtest regulatory fees

$66

Backtest slippage cost

$130

Returns

Backtest length

6,631

1,774

Out-of-sample length

835

366

Return, backtest period (annualized) (backtest)

9.15%

13.37%

Return, backtest period (cumulative) (backtest)

902.60%

142.03%

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

19.08%

22.28%

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

78.49%

33.40%

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

0.61%

-0.70%

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

0.58%

-0.91%

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

0.36%

-1.29%

Return, trailing 1 year (backtest)

17.34%

13.04%

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

17.34%

15.38%

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

0.13%

-1.92%

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

0.16%

1.41%

SPY annualized return over the backtest window (backtest)

8.71%

16.04%

Risk metrics

Calmar ratio, backtest period (backtest)

0.17

0.69

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

0.94

2.97

Maximum drawdown, backtest period (backtest)

-54.06%

-19.46%

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

-20.31%

-7.51%

Sharpe ratio, backtest period (backtest)

0.53

1.02

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

1.18

1.77

Sortino ratio, backtest period (backtest)

0.76

1.44

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

1.76

2.45

Standard deviation, backtest period (backtest)

20.38%

13.10%

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

15.92%

11.81%

Quality

Community review status

ACTIVE

Holdings

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

0.25

0.27

Construction

Logic complexity (node count)

Rebalance frequency

quarterly

daily

Popularity

Remixes (copies)

Watchers

Equal-Weight SPY, QQQ, DIA and IWM Quarterly

Global Small-Value Stocks, 100-Day SPY Treasury Switch

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Overlap

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

Overlap

Do the holdings back the rules?

Costs, access & sources