Side-by-side comparison

Compare investment strategies

Small Nuclear Reactor Stock Momentum Basket vs ERX, Refiners and Gold Miners Inverse-Volatility Mix

Every published figureShow 43 attributes

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

Classification

AI categories (Composer)

concentrated, daily rebalance, equities, etf+stocks, inverse-volatility weighting, momentum, nuclear energy, thematic

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

equities

Market-relative

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

0.23

—

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

1.40

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

8.51

—

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

10.34

—

Daily win rate, backtest period (backtest)

52.10%

—

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

50.33%

—

Backtest

Backtest final value (from $10,000)

$91k

—

Backtest regulatory fees

$103

—

Backtest slippage cost

$567

—

Returns

Backtest length

1,284

—

Out-of-sample length

455

—

Return, backtest period (annualized) (backtest)

54.26%

—

Return, backtest period (cumulative) (backtest)

811.85%

—

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

35.59%

138.64%

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

73.49%

3.87%

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

0.41%

—

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

-19.54%

8.12%

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

1.86%

—

Return, trailing 1 year (backtest)

-36.41%

—

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

-36.41%

0.00%

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

-1.96%

—

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

-17.59%

0.00%

SPY annualized return over the backtest window (backtest)

12.88%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.16

—

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

0.76

51.98

Maximum drawdown, backtest period (backtest)

-46.64%

—

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

-46.63%

-2.67%

Sharpe ratio, backtest period (backtest)

1.15

—

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

0.82

4.29

Sortino ratio, backtest period (backtest)

1.83

—

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

1.27

—

Standard deviation, backtest period (backtest)

47.29%

—

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

56.21%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.33

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

143

—

Watchers

—

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