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Compare investment strategies

Quantbase Crypto Flagship vs Weekly Top-3 ETF 6-Month Momentum Allocator

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

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60.9%

41.9%

15.9%Best

0.16

3.11Best

-58.7%

-5.8%Best

Each source uses its own scale

4.52(0-5 (Quantbase))

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Inception

2024-07-24

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36%

40%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: Weekly Top-3 ETF 6-Month Momentum Allocator.

Every published figureShow 42 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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etfs, global macro, long-only, momentum, multi-asset, trend-following, weekly rebalance

Asset classes / instruments

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equities

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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Return since chart start (cumulative) (client composite)

-9.44%

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

-41.52%

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

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60.89%

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

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11.78%

Return, rolling 1 year (client composite)

-40.06%

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

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2.15%

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

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0.00%

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

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0.00%

Cost & access

Brokerage / custodian

Alpaca

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Risk metrics

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

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10.46

Daily volatility over the chart range (client composite)

2.64%

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Max drawdown over the chart range (client composite)

-58.74%

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Maximum drawdown since inception (Lighthorse, daily, composite)

-58.74%

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

-58.74%

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

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-5.82%

Monthly volatility over the chart range (client composite)

14.75%

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

0.16

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Sharpe ratio since inception (Lighthorse, daily, composite)

0.08

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

-0.91

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

—

3.11

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

-1.25

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

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15.95%

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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Market-relative

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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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

1976-01-01

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Rebalance frequency

—

weekly

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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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