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Three-ETF Stock/Treasury Robo Allocation (84/16) vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

Every published figureShow 12 attributes

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

Classification

AI categories (Composer)

asset allocation, global equities, passive etfs, risk-based portfolio, robo-advisor, us treasuries

ballast (cash/dividends/gold/tips/energy), blue chips, growth/ai tilt, multi-asset rotation, recent-winner selection, weekly rebalance

Asset classes / instruments

equities

Risk metrics

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

0.95

64.30

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

-1.76%

-1.60%

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

0.23

6.66

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

9.34%

11.42%

Construction

Rebalance frequency

daily

weekly

Returns

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

1.67%

103.09%

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

0.16%

4.90%

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

0.68%

-4.41%

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

0.00%

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

0.00%

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