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Pulled-Back Resilient Stocks with Nasdaq Defense Filter vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

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)

leveraged/inverse etfs, momentum + mean-reversion, multi-asset etfs, risk-managed, tactical allocation, trend-following

ballast (cash/dividends/gold/tips/energy), blue chips, growth/ai tilt, multi-asset rotation, recent-winner selection, weekly rebalance

Asset classes / instruments

equities

Risk metrics

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

-0.45

64.30

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

-15.34%

-1.60%

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

0.08

6.66

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

47.78%

11.42%

Construction

Rebalance corridor width

1.20%

—

Rebalance frequency

none

weekly

Returns

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

-6.89%

103.09%

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

-0.93%

4.90%

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

6.56%

-4.41%

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

0.00%

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

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