Side-by-side comparison

Compare investment strategies

Global Small-Value Stocks, 200-Day SPY Treasury Switch vs 3x Semis Dip-Buy with South Korea and Gold Rotation

Every published figureShow 12 attributes

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

Classification

AI categories (Composer)

global stocks, risk on/off, small-cap value tilt, tactical asset allocation, treasuries hedge, trend-following

commodities signal, daily rebalanced, etf rotation, gold, high risk, leveraged etfs, momentum and mean‑reversion, volatility hedge

Asset classes / instruments

equities

Risk metrics

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

2.43

20.88

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

-8.75%

-6.29%

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

1.65

3.25

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

12.15%

28.06%

Construction

Rebalance frequency

daily

Returns

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

21.26%

131.39%

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

31.81%

9.04%

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

-0.91%

9.11%

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

14.01%

0.00%

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

1.41%

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