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Compare investment strategies

Streetbeat Model-Generated Stock and ETF Baskets vs Weekly AI Stocks and ETFs Momentum (75/25)

Every published figureShow 44 attributes

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

Classification

AI categories (Composer)

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ai/tech momentum, equities, etfs, semiconductors, weekly rebalance

Asset classes / instruments

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equities

Market-relative

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

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0.29

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

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2.28

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

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0.78

Trading activity

Annualized turnover, backtest period (backtest)

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9.20

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

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7.44

Daily win rate, backtest period (backtest)

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53.97%

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

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57.14%

Backtest

Backtest final value (from $10,000)

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$87k

Backtest regulatory fees

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$29

Backtest slippage cost

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$206

Returns

Backtest length

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1,423

Out-of-sample length

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252

Return, backtest period (annualized) (backtest)

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46.75%

Return, backtest period (cumulative) (backtest)

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773.66%

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

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81.25%

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

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81.68%

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

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2.72%

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

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14.37%

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

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3.03%

Return, trailing 1 year (backtest)

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82.17%

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

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82.51%

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

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4.34%

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

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11.52%

SPY annualized return over the backtest window (backtest)

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14.54%

Risk metrics

Calmar ratio, backtest period (backtest)

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0.94

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

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4.16

Maximum drawdown, backtest period (backtest)

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-49.78%

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

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-19.52%

Sharpe ratio, backtest period (backtest)

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1.19

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

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1.75

Sortino ratio, backtest period (backtest)

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1.81

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

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2.75

Standard deviation, backtest period (backtest)

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38.54%

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

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38.26%

Quality

Community review status

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ACTIVE

Holdings

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

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0.22

Construction

Logic complexity (node count)

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Rebalance frequency

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weekly

Rebalancing (methodology text)

Limited discretion to rebalance from time to time; Model updates recommended Strategies daily

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Cost & access

Management / advisory fee

0.00%

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Popularity

Remixes (copies)

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Watchers

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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