Side-by-side comparison

Compare investment strategies

Global Stocks 50-Day Trend with Treasury Defense 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)

factor tilt, global equities, momentum, risk management, tactical allocation, treasuries, 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)

3.71

20.88

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

-5.36%

-6.29%

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

1.70

3.25

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

11.09%

28.06%

Construction

Rebalance frequency

daily

Returns

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

19.90%

131.39%

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

29.69%

9.04%

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

-1.93%

9.11%

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

9.70%

0.00%

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

-1.18%

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