Side-by-side comparison

Compare investment strategies

KMLM Signal for SPY or US Dollar vs Bond-Led Risk-On/Off/Hedged Multi-Asset Switch

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)

daily rebalance, moving-average signal, regime-switching, spy vs usdu, trend proxy (kmlm)

bond-led macro, daily rebalanced, leveraged/inverse etfs, regime switching, tactical asset allocation, volatility hedging

Asset classes / instruments

equities

Risk metrics

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

4.68

11.18

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

-2.15%

-2.64%

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

1.94

2.93

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

5.14%

9.11%

Construction

Rebalance frequency

daily

Returns

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

10.05%

29.50%

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

1.57%

6.13%

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

3.80%

3.58%

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

0.00%

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

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