Side-by-side comparison

Compare investment strategies

Monte Balanced Equities Fund with Thematic Overlay vs CAN SLIM Growth Leaders Equal-Weight Basket

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.

20.1%Best

0.0%

—

63.5%

16.0%Best

23.7%

1.41

2.23Best

-12.3%

-7.7%Best

Fee

1.00%

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Each source uses its own scale

2.46(0-5 (Quantbase))

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Inception

2025-05-15

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Holdings

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73%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.

Monte Balanced Equities Fund with Thematic OverlayCompositeup 42.4%
S&P 500 ETFup 30.4%

No published history to chart: CAN SLIM Growth Leaders Equal-Weight Basket.

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)

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can slim, daily rebalance, equal-weight, growth, momentum, rules-based, us equities

Asset classes / instruments

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equities

Returns

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

28.58%

—

Annualized return since inception (Lighthorse, daily, composite)

28.54%

—

Backtest end date (Quantbase data field)

2025-05-15

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Return since chart start (cumulative) (client composite)

41.79%

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Return, last 365 days (Lighthorse, daily, composite)

21.74%

—

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

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63.53%

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

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15.09%

Return, rolling 1 year (client composite)

20.08%

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

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1.66%

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

—

0.00%

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

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12.65%

Cost & access

Brokerage / custodian

Alpaca

—

Management / advisory fee

1.00%

—

Risk metrics

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

—

8.27

Daily volatility over the chart range (client composite)

1.01%

—

Max drawdown over the chart range (client composite)

-12.27%

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Maximum drawdown since inception (Lighthorse, daily, composite)

-12.27%

—

Maximum drawdown, last 365 days (Lighthorse, daily, composite)

-12.27%

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

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-7.68%

Monthly volatility over the chart range (client composite)

5.07%

—

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

1.41

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Sharpe ratio since inception (Lighthorse, daily, composite)

1.19

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Sharpe ratio, last 365 days (Lighthorse, daily, composite)

0.85

—

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

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2.23

Sortino ratio, last 365 days (Lighthorse, daily, composite)

1.22

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

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23.67%

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

16.03%

—

Volatility since inception (Lighthorse, daily, composite)

18.96%

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Volatility, last 365 days (Lighthorse, daily, composite)

20.55%

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Market-relative

Correlation to SPY (full history) (client composite)

0.72

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

0.72

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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

2026-10-08

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Rebalance frequency

—

daily

Disclosure

Metrics calculated through

2026-10-05

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Risk score

Qualitative risk score (Quantbase data field)

—

Risk score 0-5 (Quantbase)

2.46

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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