Side-by-side comparison

Compare investment strategies

Half T-Bills with QLD Dip Buying and Defensive Rotation vs Ray Dalio All Weather Portfolio

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (OOS, Composite). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

18.8%Best

-1.9%

20.2%

—

11.2%

7.3%Best

1.71Best

0.56

-9.3%Best

-11.2%

Fee

—

1.00%

Each source uses its own scale

—

2.09(0-5 (Quantbase))

Inception

2023-11-06

2021-09-19

Holdings

60%

82%Best

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

Ray Dalio All Weather PortfolioCompositeup 22.1%
S&P 500 ETFup 78.3%

No published history to chart: Half T-Bills with QLD Dip Buying and Defensive Rotation.

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

as of 2026-08-08

Asset mix

ETFs 100%

Top 5 holdings

BIL49.9%
IEF24.8%
XLP12.7%
VIG12.7%
Cash0.0%

VGLT40.0%
VTI30.0%
IEF15.0%
DBC7.5%
IAU7.5%

Overlap

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

	Half T-Bills with QLD Dip Buying and Defensive Rotation	Ray Dalio All Weather Portfolio
Half T-Bills with QLD Dip Buying and Defensive Rotation		15%
Ray Dalio All Weather Portfolio	15%

Every published figureShow 68 attributes

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

Classification

AI categories (Composer)

bonds vs equities, defensive equities, etfs, leveraged etf, mean reversion, risk-on/risk-off, tactical asset allocation, volatility targeting

—

Asset classes / instruments

equities

—

Market-relative

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

0.05

—

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

0.64

—

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

0.87

—

Correlation to SPY (full history) (client composite)

—

0.48

Correlation to SPY (Quantbase data field) (basis not stated)

—

0.48

Returns

Annual return (Quantbase data field) (basis not stated)

—

3.83%

Backtest end date (Quantbase data field)

—

2022-11-01

Backtest length

4,872

—

Out-of-sample length

731

—

Return since chart start (cumulative) (client composite)

—

19.51%

Return, backtest period (annualized) (backtest)

18.26%

—

Return, backtest period (cumulative) (backtest)

2461%

—

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

20.24%

—

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

70.80%

—

Return, rolling 1 year (client composite)

—

-1.94%

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

0.10%

—

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

-0.25%

—

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

0.80%

—

Return, trailing 1 year (backtest)

18.75%

—

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

18.75%

—

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

0.34%

—

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

3.14%

—

SPY annualized return over the backtest window (backtest)

10.78%

—

Trading activity

Annualized turnover, backtest period (backtest)

11.44

—

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

9.92

—

Daily win rate, backtest period (backtest)

55.60%

—

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

55.95%

—

Backtest

Backtest final value (from $10,000)

$256k

—

Backtest regulatory fees

$522

—

Backtest slippage cost

$2,901

—

Cost & access

Brokerage / custodian

—

Alpaca

Management / advisory fee

—

1.00%

Risk metrics

Calmar ratio, backtest period (backtest)

0.88

—

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

2.18

—

Daily volatility over the chart range (client composite)

—

0.46%

Max drawdown (Quantbase data field) (basis not stated)

—

-8.34%

Max drawdown over the chart range (client composite)

—

-11.18%

Maximum drawdown, backtest period (backtest)

-20.65%

—

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

-9.27%

—

Monthly volatility over the chart range (client composite)

—

2.88%

Sharpe ratio (Quantbase data field) (basis not stated)

—

4.72

Sharpe ratio from daily returns over the chart range (client composite)

—

0.56

Sharpe ratio, backtest period (backtest)

1.44

—

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

1.71

—

Sortino ratio, backtest period (backtest)

2.37

—

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

3.19

—

Standard deviation, backtest period (backtest)

12.15%

—

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

11.17%

—

Volatility (Quantbase data field) (basis not stated)

—

0.02%

Volatility over the chart range, annualized from daily (×√252) (client composite)

—

7.30%

Quality

Community review status

ACTIVE

—

Holdings

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

0.26

—

Suitability

Experience minimum: bonds

—

Experience minimum: crypto

—

Experience minimum: equity

—

Experience minimum: leverage

—

Experience minimum: options

—

Construction

Last rebalance date

—

2026-08-08

Logic complexity (node count)

112

—

Rebalance corridor width

1.00%

—

Rebalance frequency

none

quarterly

Disclosure

Metrics calculated through

—

2026-10-04

Risk score

Qualitative risk score (Quantbase data field)

—

1.50

Risk score 0-5 (Quantbase)

—

2.09

Popularity

Remixes (copies)

—

Watchers

—

Half T-Bills with QLD Dip Buying and Defensive Rotation

15%

Ray Dalio All Weather Portfolio

15%

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