Side-by-side comparison

Compare investment strategies

Modified Opus-12 All-Weather ETF Portfolio vs Defensive Sector/Bond Switch with SPY-QQQ Offense

Every published figureShow 13 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, commodity trend, gold hedge, managed futures, multi-asset, sector rotation, tactical cash, value tilt

bonds/cash, defensive sectors, leverage overlay, managed futures, risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Risk metrics

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

1.99

14.66

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

-6.37%

-0.77%

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

1.20

3.90

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

10.45%

2.89%

Construction

Rebalance corridor width

2.00%

—

Rebalance frequency

none

daily

Returns

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

12.64%

11.23%

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

9.81%

0.81%

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

-1.04%

0.00%

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

0.00%

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

5.17%

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