Side-by-side comparison

Compare investment strategies

Equal-Weight Thematic Tech ETFs with Bond Sleeve 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)

automation/ai, core bonds, crypto industry, equal-weight, growth tech, meme stocks, metaverse, nuclear energy, quantum, thematic etfs, yearly rebalance

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)

-0.12

—

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

1.73

—

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

0.87

—

Trading activity

Annualized turnover, backtest period (backtest)

1.13

—

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

1.03

—

Daily win rate, backtest period (backtest)

54.96%

—

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

55.02%

—

Backtest

Backtest final value (from $10,000)

$19k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

686

—

Out-of-sample length

329

—

Return, backtest period (annualized) (backtest)

25.68%

—

Return, backtest period (cumulative) (backtest)

86.48%

—

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

25.46%

138.64%

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

33.86%

3.87%

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

-2.85%

—

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

-0.24%

8.12%

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

-5.41%

—

Return, trailing 1 year (backtest)

1.82%

—

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

8.43%

0.00%

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

-8.32%

—

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

-0.45%

0.00%

SPY annualized return over the backtest window (backtest)

19.65%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.01

—

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

1.56

51.98

Maximum drawdown, backtest period (backtest)

-25.40%

—

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

-16.32%

-2.67%

Sharpe ratio, backtest period (backtest)

1.05

—

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

1.07

4.29

Sortino ratio, backtest period (backtest)

1.52

—

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

1.18

—

Standard deviation, backtest period (backtest)

24.81%

—

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

23.91%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.13

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

yearly

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