Side-by-side comparison

Compare investment strategies

Quantbase Crypto Flagship vs Pencil's Down 3x Tech and Crypto Trend Switch

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.

-40.1%

0.0%Best

—

404.2%

41.9%Best

56.3%

0.16

3.19Best

-58.7%

-9.3%Best

Each source uses its own scale

4.52(0-5 (Quantbase))

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Inception

2024-07-24

2024-03-20

Holdings

—

36%

60%Best

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.

Quantbase Crypto FlagshipCompositedown -9.4%
S&P 500 ETFup 38.5%

No published history to chart: Pencil's Down 3x Tech and Crypto Trend Switch.

Every published figureShow 73 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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bonds, crypto, leveraged etfs, momentum, regime-switching, tactical, volatility hedging

Asset classes / instruments

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equities

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

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1.81

Beta vs SPY, out-of-sample (out-of-sample)

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-0.09

Correlation (R) vs SPY, out-of-sample (out-of-sample)

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-0.02

Correlation to SPY (full history) (client composite)

0.48

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

0.48

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Returns

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

0.55%

—

Annualized return since inception (Lighthorse, daily, composite)

-4.52%

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Backtest end date (Quantbase data field)

2024-07-25

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Backtest length

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1,051

Out-of-sample length

—

Return since chart start (cumulative) (client composite)

-9.44%

—

Return, backtest period (annualized) (backtest)

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490.02%

Return, backtest period (cumulative) (backtest)

—

165k%

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

-41.52%

—

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

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404.20%

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

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69.29%

Return, rolling 1 year (client composite)

-40.06%

—

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

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0.46%

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

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2.44%

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

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-5.16%

Return, trailing 1 year (backtest)

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162.45%

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

—

0.00%

Return, trailing 2 weeks (out-of-sample)

—

0.86%

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

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48.12%

SPY annualized return over the backtest window (backtest)

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18.31%

Trading activity

Annualized turnover, backtest period (backtest)

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73.48

Annualized turnover, out-of-sample period (out-of-sample)

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72.03

Daily win rate, backtest period (backtest)

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59.56%

Daily win rate, out-of-sample period (out-of-sample)

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56.79%

Backtest

Backtest final value (from $10,000)

—

$16.5M

Backtest regulatory fees

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$26k

Backtest slippage cost

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$223k

Cost & access

Brokerage / custodian

Alpaca

—

Risk metrics

Calmar ratio, backtest period (backtest)

—

28.23

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

—

43.68

Daily volatility over the chart range (client composite)

2.64%

—

Max drawdown over the chart range (client composite)

-58.74%

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Maximum drawdown since inception (Lighthorse, daily, composite)

-58.74%

—

Maximum drawdown, backtest period (backtest)

—

-17.36%

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

-58.74%

—

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

—

-9.25%

Monthly volatility over the chart range (client composite)

14.75%

—

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

0.16

—

Sharpe ratio since inception (Lighthorse, daily, composite)

0.08

—

Sharpe ratio, backtest period (backtest)

—

3.88

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

-0.91

—

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

—

3.19

Sortino ratio, backtest period (backtest)

—

7.91

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

-1.25

—

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

—

5.95

Standard deviation, backtest period (backtest)

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48.88%

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

—

56.25%

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

41.91%

—

Volatility since inception (Lighthorse, daily, composite)

49.58%

—

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

48.29%

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Quality

Community review status

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ACTIVE

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

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0.43

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

—

Construction

Last rebalance date

1976-01-01

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Logic complexity (node count)

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6,017

Rebalance corridor width

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5.00%

Rebalance frequency

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none

Disclosure

Metrics calculated through

2026-09-16

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Risk score

Qualitative risk score (Quantbase data field)

—

Risk score 0-5 (Quantbase)

4.52

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Popularity

Remixes (copies)

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293

Watchers

—

118

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