Side-by-side comparison

Compare investment strategies

Risk-Adaptive Metals Portfolio vs Macro-Filtered Short-Term Momentum with Mean Reversion

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)

dynamic etf/stock mix, industrial metals, metals, momentum, precious metals, risk-on/off, tactical allocation

daily rebalance, long/short, macro regime rotation, momentum + mean reversion, multi-asset, risk-managed, tactical etf, volatility hedging

Asset classes / instruments

equities

Risk metrics

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

0.15

180.23

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

-37.75%

-0.42%

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

0.35

9.00

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

43.25%

6.75%

Construction

Rebalance frequency

daily

Returns

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

5.61%

76.55%

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

5.06%

3.91%

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

-9.01%

0.00%

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

0.00%

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

-0.96%

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