Side-by-side comparison

Compare investment strategies

Factor Alpha: S&P Growth Trend or Top Monthly Factor ETFs 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

IVW100.0%

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).

	Factor Alpha: S&P Growth Trend or Top Monthly Factor ETFs	Global Small-Value Stocks, 100-Day SPY Treasury Switch
Factor Alpha: S&P Growth Trend or Top Monthly Factor ETFs		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)

factor rotation, growth tilt, low volatility, momentum, monthly rebalance, quality, small-cap, trend-following, us equities, value

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)

-0.00

0.00

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

1.03

0.84

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

0.92

0.88

Trading activity

Annualized turnover, backtest period (backtest)

2.57

5.37

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

2.63

2.41

Daily win rate, backtest period (backtest)

55.38%

54.17%

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

55.27%

56.83%

Backtest

Backtest final value (from $10,000)

$71k

$24k

Backtest regulatory fees

$23

$66

Backtest slippage cost

$187

$130

Returns

Backtest length

3,306

1,774

Out-of-sample length

986

366

Return, backtest period (annualized) (backtest)

16.13%

13.37%

Return, backtest period (cumulative) (backtest)

611.46%

142.03%

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

22.53%

22.28%

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

121.62%

33.40%

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

0.80%

-0.70%

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

4.34%

-0.91%

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

0.92%

-1.29%

Return, trailing 1 year (backtest)

13.85%

13.04%

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

13.85%

15.38%

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

1.37%

-1.92%

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

5.52%

1.41%

SPY annualized return over the backtest window (backtest)

14.44%

16.04%

Risk metrics

Calmar ratio, backtest period (backtest)

0.47

0.69

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

1.20

2.97

Maximum drawdown, backtest period (backtest)

-34.32%

-19.46%

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

-18.84%

-7.51%

Sharpe ratio, backtest period (backtest)

0.92

1.02

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

1.28

1.77

Sortino ratio, backtest period (backtest)

1.30

1.44

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

1.87

2.45

Standard deviation, backtest period (backtest)

18.00%

13.10%

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

17.06%

11.81%

Quality

Community review status

ACTIVE

Holdings

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

0.89

0.27

Construction

Logic complexity (node count)

Rebalance frequency

monthly

daily

Popularity

Remixes (copies)

Watchers

Factor Alpha: S&P Growth Trend or Top Monthly Factor ETFs

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