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Compare investment strategies

Social Media Sentiment 50-Stock Portfolio (Quiver Data) vs Class Warfare T-Mobile vs AT&T Volatility Basket 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.

-11.2%

62.1%Best

—

41.5%

15.4%Best

28.5%

0.00

1.36Best

-46.5%

-30.9%Best

Fee

1.00%

—

Each source uses its own scale

3.67(0-5 (Quantbase))

—

Inception

2022-07-23

2023-12-08

Holdings

73%Best

60%

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.

Social Media Sentiment 50-Stock Portfolio (Quiver Data)Compositedown -20.1%
S&P 500 ETFup 79.1%

No published history to chart: Class Warfare T-Mobile vs AT&T Volatility Basket Switch.

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 2026-03-30

as of 2026-10-11

Asset mix

ETFs 100%

Stocks 76% · ETFs 24%

Top 5 holdings

SHV100.0%

META25.8%
WMT25.1%
GOOG24.9%
TQQQ24.2%
Cash0.0%

Overlap

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

	Social Media Sentiment 50-Stock Portfolio (Quiver Data)	Class Warfare T-Mobile vs AT&T Volatility Basket Switch
Social Media Sentiment 50-Stock Portfolio (Quiver Data)		0%
Class Warfare T-Mobile vs AT&T Volatility Basket Switch	0%

Every published figureShow 65 attributes

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

Classification

AI categories (Composer)

—

daily rebalance, large-cap growth, leveraged etfs, tactical allocation, us equities, volatility signal

Asset classes / instruments

—

equities

Market-relative

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

—

0.04

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

—

1.63

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

—

0.88

Correlation to SPY (full history) (client composite)

0.50

—

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

0.50

—

Returns

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

-3.88%

—

Backtest end date (Quantbase data field)

2022-04-01

—

Backtest length

—

3,153

Out-of-sample length

—

710

Return since chart start (cumulative) (client composite)

-46.29%

—

Return, backtest period (annualized) (backtest)

—

33.27%

Return, backtest period (cumulative) (backtest)

—

3539%

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

—

41.52%

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

—

166.41%

Return, rolling 1 year (client composite)

-11.16%

—

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

—

0.65%

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

—

9.08%

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

—

2.01%

Return, trailing 1 year (backtest)

—

62.09%

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

—

62.09%

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

—

0.77%

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

—

4.64%

SPY annualized return over the backtest window (backtest)

—

14.07%

Trading activity

Annualized turnover, backtest period (backtest)

—

24.78

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

—

30.17

Daily win rate, backtest period (backtest)

—

55.60%

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

—

54.37%

Backtest

Backtest final value (from $10,000)

—

$364k

Backtest regulatory fees

—

$836

Backtest slippage cost

—

$6,351

Cost & access

Brokerage / custodian

Alpaca

—

Management / advisory fee

1.00%

—

Risk metrics

Calmar ratio, backtest period (backtest)

—

0.89

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

—

1.34

Daily volatility over the chart range (client composite)

0.97%

—

Max drawdown over the chart range (client composite)

-46.49%

—

Maximum drawdown, backtest period (backtest)

—

-37.51%

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

—

-30.94%

Monthly volatility over the chart range (client composite)

4.39%

—

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

—

Sharpe ratio, backtest period (backtest)

—

1.09

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

—

1.36

Sortino ratio, backtest period (backtest)

—

1.58

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

—

2.13

Standard deviation, backtest period (backtest)

—

30.77%

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

—

28.46%

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

15.40%

—

Quality

Community review status

—

ACTIVE

Holdings

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

—

0.25

Suitability

Experience minimum: bonds

—

Experience minimum: crypto

—

Experience minimum: equity

—

Experience minimum: leverage

—

Experience minimum: options

—

Construction

Last rebalance date

2026-03-30

—

Logic complexity (node count)

—

Rebalance frequency

triweekly

daily

Rebalancing (methodology text)

Signal-based

—

Disclosure

Metrics calculated through

2026-10-05

—

Risk score

Qualitative risk score (Quantbase data field)

4.50

—

Risk score 0-5 (Quantbase)

3.67

—

Popularity

Remixes (copies)

—

Watchers

—

Social Media Sentiment 50-Stock Portfolio (Quiver Data)

Class Warfare T-Mobile vs AT&T Volatility Basket Switch

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