Side-by-side comparison

Compare investment strategies

Global 65/30/5 Stocks, Bonds and Commodities vs Defensive Sector/Bond Switch with SPY-QQQ Offense

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)

buy-and-hold, diversified, efficient frontier, global multi-asset, strategic asset allocation

bonds/cash, defensive sectors, leverage overlay, managed futures, risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Risk metrics

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

1.21

14.66

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

-11.04%

-0.77%

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

1.20

3.90

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

10.99%

2.89%

Construction

Rebalance corridor width

33.00%

—

Rebalance frequency

none

daily

Returns

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

13.40%

11.23%

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

28.86%

0.81%

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

-0.25%

0.00%

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

14.70%

0.00%

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

1.63%

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