Side-by-side comparison

Compare investment strategies

ERX, Refiners and Gold Miners Inverse-Volatility Mix vs Domestic Leveraged Sector Trend Rotation

Every published figureShow 13 attributes

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

Classification

AI categories (Composer)

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Risk metrics

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

51.98

53.07

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

-2.67%

-1.27%

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

4.29

4.69

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

22.88%

11.60%

Construction

Rebalance corridor width

10.00%

1.00%

Rebalance frequency

none

Returns

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

138.64%

67.14%

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

3.87%

4.80%

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

8.12%

4.80%

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

0.00%

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

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