Side-by-side comparison

Compare investment strategies

Global Dual Momentum US, Ex-US Stocks or Bonds vs Equity, Commodity, EM, Bond Rotator with Leveraged ETFs

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

Asset mix

ETFs 100%

Top 5 holdings

VEU100.0%

SPY83.3%
TMF16.7%

Overlap

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

	Global Dual Momentum US, Ex-US Stocks or Bonds	Equity, Commodity, EM, Bond Rotator with Leveraged ETFs
Global Dual Momentum US, Ex-US Stocks or Bonds		0%
Equity, Commodity, EM, Bond Rotator with Leveraged ETFs	0%

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)

etfs, global momentum, risk-managed, tactical asset allocation, trend following

daily rebalance, leveraged/inverse etfs, momentum and trend, multi-asset, tactical allocation

Asset classes / instruments

equities

Market-relative

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

0.01

0.52

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

0.75

0.24

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

0.81

0.15

Trading activity

Annualized turnover, backtest period (backtest)

1.80

49.56

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

1.73

49.23

Daily win rate, backtest period (backtest)

54.29%

59.44%

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

53.73%

58.06%

Backtest

Backtest final value (from $10,000)

$50k

$165k

Backtest regulatory fees

$16

$424

Backtest slippage cost

$140

$3,182

Returns

Backtest length

4,620

1,600

Out-of-sample length

1,167

360

Return, backtest period (annualized) (backtest)

9.19%

55.51%

Return, backtest period (cumulative) (backtest)

401.33%

1553%

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

12.01%

74.58%

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

69.15%

122.15%

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

0.78%

0.56%

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

-2.78%

3.32%

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

-0.75%

1.24%

Return, trailing 1 year (backtest)

18.66%

87.79%

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

18.66%

87.80%

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

-1.85%

0.81%

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

-0.19%

15.58%

SPY annualized return over the backtest window (backtest)

11.84%

17.66%

Risk metrics

Calmar ratio, backtest period (backtest)

0.27

2.92

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

0.64

6.99

Maximum drawdown, backtest period (backtest)

-33.72%

-18.98%

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

-18.76%

-10.67%

Sharpe ratio, backtest period (backtest)

0.63

2.24

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

0.80

2.82

Sortino ratio, backtest period (backtest)

0.88

3.64

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

1.16

4.89

Standard deviation, backtest period (backtest)

15.92%

20.65%

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

15.84%

20.58%

Quality

Community review status

—

ACTIVE

Holdings

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

0.43

Construction

Logic complexity (node count)

405

Rebalance frequency

monthly

daily

Popularity

Remixes (copies)

152

Watchers

149

116

Risk score

Risk rating (Composer data field)

Aggressive

—

Global Dual Momentum US, Ex-US Stocks or Bonds

Equity, Commodity, EM, Bond Rotator with Leveraged ETFs

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