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Top-16 Blue Chips by 1-Year Momentum vs TQQQ Switch on VIGI vs DIA/SPYV Momentum

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

cash/t-bills, global signals, leveraged tech, market timing, relative strength, risk-on/risk-off, trend-following

Asset classes / instruments

equities

Risk metrics

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

39.39

23.28

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

-2.49%

-5.66%

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

5.75

2.51

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

12.78%

37.20%

Construction

Rebalance frequency

monthly

daily

Returns

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

98.10%

131.88%

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

4.72%

12.77%

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

-6.75%

10.18%

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