Side-by-side comparison

Compare investment strategies

Global Stocks with EM Pullback Hedge via EUM vs Top-16 Blue Chips by 1-Year Momentum

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

concentrated (16 stocks), equal‑weight, global equities, large‑cap blue chips, momentum (12‑month), monthly rebalance, rule‑based

Asset classes / instruments

equities

Market-relative

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

0.02

—

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

0.90

—

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

0.94

—

Trading activity

Annualized turnover, backtest period (backtest)

5.02

—

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

9.69

—

Daily win rate, backtest period (backtest)

51.78%

—

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

55.03%

—

Backtest

Backtest final value (from $10,000)

$66k

—

Backtest regulatory fees

$65

—

Backtest slippage cost

$496

—

Returns

Backtest length

3,712

—

Out-of-sample length

676

—

Return, backtest period (annualized) (backtest)

13.61%

—

Return, backtest period (cumulative) (backtest)

555.11%

—

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

19.93%

98.10%

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

62.23%

4.72%

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

-0.85%

—

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

0.81%

-6.75%

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

-1.09%

—

Return, trailing 1 year (backtest)

12.01%

—

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

13.72%

34.18%

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

-0.91%

—

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

2.66%

0.98%

SPY annualized return over the backtest window (backtest)

14.80%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.40

—

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

1.29

39.39

Maximum drawdown, backtest period (backtest)

-34.01%

—

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

-15.49%

-2.49%

Sharpe ratio, backtest period (backtest)

0.84

—

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

1.29

5.75

Sortino ratio, backtest period (backtest)

1.19

—

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

1.87

—

Standard deviation, backtest period (backtest)

16.95%

—

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

14.93%

12.78%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

monthly

Popularity

Remixes (copies)

—

Watchers

—

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