Side-by-side comparison

Compare investment strategies

SCHD/SPY Moving Average Combo with Defensive Rotation vs Monte Balanced Equities Fund with Thematic Overlay

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (OOS, Composite). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

14.7%

20.1%Best

17.9%

—

14.3%Best

16.0%

1.22

1.41Best

-12.7%

-12.3%Best

Fee

—

1.00%

Each source uses its own scale

—

2.46(0-5 (Quantbase))

Inception

2023-08-13

2025-05-15

Holdings

60%

73%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.

Monte Balanced Equities Fund with Thematic OverlayCompositeup 42.4%
S&P 500 ETFup 30.4%

No published history to chart: SCHD/SPY Moving Average Combo with Defensive Rotation.

What they hold

The latest holdings each source publishes. Simulated holdings come from a backtest; a stated mix is a target from the strategy's documents.

as of 2026-10-11

as of 2026-10-08

Asset mix

ETFs 100%

Stocks 66% · Other 34%

Top 5 holdings

SSO25.6%
SJB25.2%
BTAL25.0%
SPLV24.3%
Cash0.0%

EQT4.0%
PWR4.0%
GEV4.0%
XOM4.0%
PKE4.0%
of 35 positions

Overlap

The share of portfolio weight two strategies hold in common (strategies with published holdings).

	SCHD/SPY Moving Average Combo with Defensive Rotation	Monte Balanced Equities Fund with Thematic Overlay
SCHD/SPY Moving Average Combo with Defensive Rotation		0%
Monte Balanced Equities Fund with Thematic Overlay	0%

Every published figureShow 59 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

defensive, gold, leveraged etfs, risk-on/risk-off, sectors, tactical allocation, trend-following, u.s. equities

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Asset classes / instruments

equities

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Market-relative

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

0.05

—

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

0.67

—

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

0.70

—

Correlation to SPY (full history) (client composite)

—

0.72

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

—

0.72

Returns

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

—

28.58%

Annualized return since inception (Lighthorse, daily, composite)

—

28.54%

Backtest end date (Quantbase data field)

—

2025-05-15

Out-of-sample length

804

—

Return since chart start (cumulative) (client composite)

—

41.79%

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

—

21.74%

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

17.88%

—

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

69.15%

—

Return, rolling 1 year (client composite)

—

20.08%

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

-0.06%

—

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

0.78%

—

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

1.00%

—

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

14.65%

—

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

1.14%

—

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

1.95%

—

Trading activity

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

15.57

—

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

53.73%

—

Cost & access

Brokerage / custodian

—

Alpaca

Management / advisory fee

—

1.00%

Risk metrics

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

1.41

—

Daily volatility over the chart range (client composite)

—

1.01%

Max drawdown over the chart range (client composite)

—

-12.27%

Maximum drawdown since inception (Lighthorse, daily, composite)

—

-12.27%

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

—

-12.27%

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

-12.71%

—

Monthly volatility over the chart range (client composite)

—

5.07%

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

—

1.41

Sharpe ratio since inception (Lighthorse, daily, composite)

—

1.19

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

—

0.85

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

1.22

—

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

—

1.22

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

2.03

—

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

14.27%

—

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

—

16.03%

Volatility since inception (Lighthorse, daily, composite)

—

18.96%

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

—

20.55%

Quality

Community review status

ACTIVE

—

Holdings

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

0.26

—

Suitability

Experience minimum: bonds

—

Experience minimum: crypto

—

Experience minimum: equity

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Experience minimum: leverage

—

Experience minimum: options

—

Construction

Last rebalance date

—

2026-10-08

Logic complexity (node count)

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

—

Disclosure

Metrics calculated through

—

2026-10-05

Risk score

Qualitative risk score (Quantbase data field)

—

Risk score 0-5 (Quantbase)

—

2.46

Popularity

Remixes (copies)

—

Watchers

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SCHD/SPY Moving Average Combo with Defensive Rotation

Monte Balanced Equities Fund with Thematic Overlay

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Overlap

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

Overlap

Do the holdings back the rules?

Costs, access & sources