Side-by-side comparison

Compare investment strategies

Two-Fund 75/25 US and International Stocks vs Equity, Commodity, EM, Bond Rotator with Leveraged ETFs

What they hold

The latest holdings each source publishes. Simulated holdings come from a backtest; a stated mix is a target from the strategy's documents.

as of 2026-10-19

as of 2026-10-11

Asset mix

ETFs 100%

Top 5 holdings

VTI75.6%
VXUS24.4%

SPY83.3%
TMF16.7%

Overlap

The share of portfolio weight two strategies hold in common (strategies with published holdings).

	Two-Fund 75/25 US and International Stocks	Equity, Commodity, EM, Bond Rotator with Leveraged ETFs
Two-Fund 75/25 US and International Stocks		0%
Equity, Commodity, EM, Bond Rotator with Leveraged ETFs	0%

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)

buy-and-hold, global equities, long-only, low-cost, market-cap weighted, passive indexing

daily rebalance, leveraged/inverse etfs, momentum and trend, multi-asset, tactical allocation

Asset classes / instruments

equities

Market-relative

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

0.01

0.52

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

0.95

0.24

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

0.98

0.15

Trading activity

Annualized turnover, backtest period (backtest)

0.22

49.56

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

0.25

49.23

Daily win rate, backtest period (backtest)

55.02%

59.44%

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

55.22%

58.06%

Backtest

Backtest final value (from $10,000)

$59k

$165k

Backtest regulatory fees

$424

Backtest slippage cost

$3,182

Returns

Backtest length

3,953

1,600

Out-of-sample length

556

360

Return, backtest period (annualized) (backtest)

11.93%

55.51%

Return, backtest period (cumulative) (backtest)

486.40%

1553%

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

18.43%

74.58%

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

44.75%

122.15%

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

-0.99%

0.56%

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

0.75%

3.32%

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

-1.53%

1.24%

Return, trailing 1 year (backtest)

14.69%

87.79%

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

17.18%

87.80%

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

-1.74%

0.81%

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

2.33%

15.58%

SPY annualized return over the backtest window (backtest)

14.09%

17.66%

Risk metrics

Calmar ratio, backtest period (backtest)

0.35

2.92

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

1.06

6.99

Maximum drawdown, backtest period (backtest)

-34.57%

-18.98%

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

-17.41%

-10.67%

Sharpe ratio, backtest period (backtest)

0.75

2.24

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

1.15

2.82

Sortino ratio, backtest period (backtest)

1.05

3.64

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

1.62

4.89

Standard deviation, backtest period (backtest)

17.00%

20.65%

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

15.84%

20.58%

Quality

Community review status

ACTIVE

Holdings

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

0.63

0.43

Construction

Logic complexity (node count)

405

Rebalance corridor width

1.00%

—

Rebalance frequency

none

daily

Popularity

Remixes (copies)

152

Watchers

116

Two-Fund 75/25 US and International Stocks

Equity, Commodity, EM, Bond Rotator with Leveraged ETFs

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Overlap

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

Overlap

Do the holdings back the rules?

Costs, access & sources