Side-by-side comparison

Compare investment strategies

Leveraged All Weather Portfolio vs AutoSignals TQQQ vs SH Trend Switch

At a glance

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

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

-17.1%

0.0%Best

—

147.3%

21.3%

14.3%Best

0.23

6.68Best

-32.2%

-0.9%Best

Fee

1.00%

—

Each source uses its own scale

3.90(0-5 (Quantbase))

—

Inception

2021-09-19

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Holdings

—

82%Best

40%

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.

Leveraged All Weather PortfolioCompositeup 31.4%
S&P 500 ETFup 79.1%

No published history to chart: AutoSignals TQQQ vs SH Trend Switch.

Every published figureShow 37 attributes

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

Classification

AI categories (Composer)

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daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

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equities

Returns

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

1.84%

—

Backtest end date (Quantbase data field)

2023-01-01

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Return since chart start (cumulative) (client composite)

10.71%

—

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

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147.30%

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

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8.62%

Return, rolling 1 year (client composite)

-17.13%

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

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8.61%

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

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0.00%

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

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0.00%

Cost & access

Brokerage / custodian

Alpaca

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Management / advisory fee

1.00%

—

Risk metrics

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

—

173.27

Daily volatility over the chart range (client composite)

1.34%

—

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

-27.75%

—

Max drawdown over the chart range (client composite)

-32.18%

—

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

—

-0.85%

Monthly volatility over the chart range (client composite)

7.93%

—

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

1.60

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

0.23

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

—

6.68

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

—

14.34%

Volatility (Quantbase data field) (basis not stated)

0.04%

—

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

21.27%

—

Market-relative

Correlation to SPY (full history) (client composite)

0.47

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

0.47

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Suitability

Experience minimum: bonds

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Experience minimum: crypto

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Experience minimum: equity

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Experience minimum: leverage

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Experience minimum: options

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Construction

Last rebalance date

2026-08-22

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Rebalance frequency

quarterly

daily

Disclosure

Metrics calculated through

2026-10-05

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Risk score

Qualitative risk score (Quantbase data field)

3.50

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Risk score 0-5 (Quantbase)

3.90

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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