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Compare investment strategies

Monthly Single-Fund Momentum: TLT, MDY, EFA or EEM vs 3x Semis Dip-Buy with South Korea and Gold Rotation

Every published figureShow 12 attributes

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

Classification

AI categories (Composer)

global equities, momentum rotation, monthly rebalance, single-etf holding, tactical asset allocation, treasury bonds

commodities signal, daily rebalanced, etf rotation, gold, high risk, leveraged etfs, momentum and mean‑reversion, volatility hedge

Asset classes / instruments

equities

Risk metrics

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

0.11

20.88

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

-29.80%

-6.29%

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

0.26

3.25

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

19.55%

28.06%

Construction

Rebalance frequency

monthly

daily

Returns

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

3.26%

131.39%

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

16.01%

9.04%

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

-3.55%

9.11%

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

15.68%

0.00%

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

-6.65%

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