Side-by-side comparison

Compare investment strategies

Kearsarge All-Weather with Dividends and Rate Trades vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay

—

Hedge / defensive overlay: Inverse / short exposure

—

Leverage use

—

Trading signal: Interest rates / yield curve

—

Trading signal: RSI overbought / oversold

—

Trading signal: Trend (moving averages)

—

Trading signal: Volatility regime (VIX)

—

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)

all-weather, bonds, commodities, crash protection, equities, leveraged etfs, tactical multi-asset, trend-following, volatility-managed

ballast (cash/dividends/gold/tips/energy), blue chips, growth/ai tilt, multi-asset rotation, recent-winner selection, weekly rebalance

Asset classes / instruments

equities

Market-relative

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

0.08

—

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

0.66

—

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

0.39

—

Trading activity

Annualized turnover, backtest period (backtest)

34.34

—

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

32.75

—

Daily win rate, backtest period (backtest)

56.18%

—

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

56.14%

—

Backtest

Backtest final value (from $10,000)

$33k

—

Backtest regulatory fees

$117

—

Backtest slippage cost

$713

—

Returns

Backtest length

1,100

—

Out-of-sample length

725

—

Return, backtest period (annualized) (backtest)

31.62%

—

Return, backtest period (cumulative) (backtest)

232.15%

—

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

18.46%

103.09%

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

62.25%

4.90%

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

2.69%

—

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

-2.18%

-4.41%

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

4.11%

—

Return, trailing 1 year (backtest)

-7.71%

—

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

-10.20%

0.00%

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

4.84%

—

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

0.16%

0.00%

SPY annualized return over the backtest window (backtest)

16.81%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.78

—

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

1.04

64.30

Maximum drawdown, backtest period (backtest)

-17.81%

—

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

-17.81%

-1.60%

Sharpe ratio, backtest period (backtest)

1.32

—

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

0.77

6.66

Sortino ratio, backtest period (backtest)

3.19

—

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

2.09

—

Standard deviation, backtest period (backtest)

22.50%

—

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

25.74%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.18

—

Construction

Logic complexity (node count)

1,753

—

Rebalance frequency

daily

weekly

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