Side-by-side comparison

Compare investment strategies

Meme-Adjacent Frontier Tech Momentum Basket vs ERX, Refiners and Gold Miners Inverse-Volatility Mix

Every published figureShow 43 attributes

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

Classification

AI categories (Composer)

ai & quantum, daily rebalance, high volatility, long-only, momentum, nuclear/energy, small/micro-cap tech, space/aerospace, trend-following

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

equities

Market-relative

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

0.51

—

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

2.52

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

33.34

—

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

32.59

—

Daily win rate, backtest period (backtest)

51.87%

—

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

51.40%

—

Backtest

Backtest final value (from $10,000)

$83k

—

Backtest regulatory fees

$198

—

Backtest slippage cost

$1,069

—

Returns

Backtest length

563

—

Out-of-sample length

465

—

Return, backtest period (annualized) (backtest)

156.91%

—

Return, backtest period (cumulative) (backtest)

726.28%

—

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

73.99%

138.64%

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

178.46%

3.87%

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

1.24%

—

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

-9.99%

8.12%

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

-4.89%

—

Return, trailing 1 year (backtest)

-26.01%

—

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

-26.01%

0.00%

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

-9.47%

—

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

-20.30%

0.00%

SPY annualized return over the backtest window (backtest)

17.21%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.98

—

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

1.40

51.98

Maximum drawdown, backtest period (backtest)

-52.66%

—

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

-52.66%

-2.67%

Sharpe ratio, backtest period (backtest)

1.52

—

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

1.07

4.29

Sortino ratio, backtest period (backtest)

2.47

—

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

1.67

—

Standard deviation, backtest period (backtest)

86.37%

—

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

86.89%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.11

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

119

—

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