Side-by-side comparison

Compare investment strategies

Leveraged Nasdaq and Bonds 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.

-21.2%

0.0%Best

—

147.3%

22.1%

14.3%Best

0.38

6.68Best

-32.8%

-0.9%Best

Fee

1.00%

—

Each source uses its own scale

3.63(0-5 (Quantbase))

—

Inception

2021-09-19

—

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 Nasdaq and Bonds PortfolioCompositeup 27.0%
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)

—

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

Asset classes / instruments

—

equities

Returns

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

7.51%

—

Backtest end date (Quantbase data field)

2022-12-01

—

Return since chart start (cumulative) (client composite)

28.47%

—

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

—

147.30%

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

—

8.62%

Return, rolling 1 year (client composite)

-21.16%

—

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

—

8.61%

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

—

0.00%

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

—

0.00%

Cost & access

Brokerage / custodian

Alpaca

—

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)

1.39%

—

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

-28.80%

—

Max drawdown over the chart range (client composite)

-32.81%

—

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

—

-0.85%

Monthly volatility over the chart range (client composite)

8.48%

—

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

3.75

—

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

0.38

—

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)

22.07%

—

Market-relative

Correlation to SPY (full history) (client composite)

0.59

—

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

0.59

—

Suitability

Experience minimum: bonds

—

Experience minimum: crypto

—

Experience minimum: equity

—

Experience minimum: leverage

—

Experience minimum: options

—

Construction

Last rebalance date

2026-10-09

—

Rebalance frequency

biweekly

daily

Disclosure

Metrics calculated through

2026-10-05

—

Risk score

Qualitative risk score (Quantbase data field)

—

Risk score 0-5 (Quantbase)

3.63

—

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