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Compare investment strategies

Top-16 Blue Chips by 1-Year Momentum vs 3x Semis Dip-Buy with South Korea and Gold Rotation

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)

concentrated (16 stocks), equal‑weight, global equities, large‑cap blue chips, momentum (12‑month), monthly rebalance, rule‑based

commodities signal, daily rebalanced, etf rotation, gold, high risk, leveraged etfs, momentum and mean‑reversion, volatility hedge

Asset classes / instruments

equities

Risk metrics

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

39.39

20.88

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

-2.49%

-6.29%

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

5.75

3.25

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

12.78%

28.06%

Construction

Rebalance frequency

monthly

daily

Returns

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

98.10%

131.39%

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

4.72%

9.04%

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

-6.75%

9.11%

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

34.18%

0.00%

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

0.98%

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