Side-by-side comparison

Compare investment strategies

Monthly Single-Fund Momentum: TLT, MDY, EFA or EEM vs Top-16 Blue Chips by 1-Year Momentum

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

concentrated (16 stocks), equal‑weight, global equities, large‑cap blue chips, momentum (12‑month), monthly rebalance, rule‑based

Asset classes / instruments

equities

Risk metrics

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

0.11

39.39

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

-29.80%

-2.49%

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

0.26

5.75

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

19.55%

12.78%

Construction

Rebalance frequency

monthly

Returns

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

3.26%

98.10%

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

16.01%

4.72%

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

-3.55%

-6.75%

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

15.68%

34.18%

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

-6.65%

0.98%

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