Side-by-side comparison

Compare investment strategies

SPY 30-Day Trend: SGOV with JEPQ Nasdaq Income 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.

0.0%

20.1%Best

14.6%

—

12.4%Best

16.0%

1.17

1.41Best

-6.9%Best

-12.3%

Fee

—

1.00%

Each source uses its own scale

—

2.46(0-5 (Quantbase))

Inception

—

2025-05-15

Holdings

—

40%

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: SPY 30-Day Trend: SGOV with JEPQ Nasdaq Income.

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)

30-day moving average, daily rebalance, nasdaq covered-call income (jepq), t-bills (sgov), tactical allocation, trend signal (spy)

—

Asset classes / instruments

equities

—

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

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)

14.59%

—

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

9.86%

—

Return, rolling 1 year (client composite)

—

20.08%

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

2.58%

—

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

0.00%

—

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

4.05%

—

Cost & access

Brokerage / custodian

—

Alpaca

Management / advisory fee

—

1.00%

Risk metrics

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

2.13

—

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)

-6.85%

—

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)

1.17

—

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

—

1.22

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

12.41%

—

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%

Market-relative

Correlation to SPY (full history) (client composite)

—

0.72

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

—

0.72

Suitability

Experience minimum: bonds

—

Experience minimum: crypto

—

Experience minimum: equity

—

Experience minimum: leverage

—

Experience minimum: options

—

Construction

Last rebalance date

—

2026-10-08

Rebalance frequency

daily

—

Disclosure

Metrics calculated through

—

2026-10-05

Risk score

Qualitative risk score (Quantbase data field)

—

Risk score 0-5 (Quantbase)

—

2.46

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