Side-by-side comparison

Compare investment strategies

Global Stocks with EM Pullback Hedge via EUM 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 2026-10-19

as of 2026-10-11

Asset mix

ETFs 100%

Top 5 holdings

URTH100.0%
Cash0.0%

SPY83.3%
TMF16.7%

Overlap

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

	Global Stocks with EM Pullback Hedge via EUM	Equity, Commodity, EM, Bond Rotator with Leveraged ETFs
Global Stocks with EM Pullback Hedge via EUM		0%
Equity, Commodity, EM, Bond Rotator with Leveraged ETFs	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)

emerging markets, inverse etf, mean-reversion, momentum, tactical allocation, trend filter

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)

0.02

0.52

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

0.90

0.24

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

0.94

0.15

Trading activity

Annualized turnover, backtest period (backtest)

5.02

49.56

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

9.69

49.23

Daily win rate, backtest period (backtest)

51.78%

59.44%

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

55.03%

58.06%

Backtest

Backtest final value (from $10,000)

$66k

$165k

Backtest regulatory fees

$65

$424

Backtest slippage cost

$496

$3,182

Returns

Backtest length

3,712

1,600

Out-of-sample length

676

360

Return, backtest period (annualized) (backtest)

13.61%

55.51%

Return, backtest period (cumulative) (backtest)

555.11%

1553%

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

19.93%

74.58%

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

62.23%

122.15%

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

-0.85%

0.56%

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

0.81%

3.32%

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

-1.09%

1.24%

Return, trailing 1 year (backtest)

12.01%

87.79%

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

13.72%

87.80%

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

-0.91%

0.81%

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

2.66%

15.58%

SPY annualized return over the backtest window (backtest)

14.80%

17.66%

Risk metrics

Calmar ratio, backtest period (backtest)

0.40

2.92

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

1.29

6.99

Maximum drawdown, backtest period (backtest)

-34.01%

-18.98%

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

-15.49%

-10.67%

Sharpe ratio, backtest period (backtest)

0.84

2.24

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

1.29

2.82

Sortino ratio, backtest period (backtest)

1.19

3.64

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

1.87

4.89

Standard deviation, backtest period (backtest)

16.95%

20.65%

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

14.93%

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

daily

Popularity

Remixes (copies)

152

Watchers

116

Global Stocks with EM Pullback Hedge via EUM

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