Side-by-side comparison

Compare investment strategies

Weekly Momentum Allocator: ETFs, Blue Chips and Growth vs Monte Balanced Equities Fund with Thematic Overlay vs Small Cap Dividend Factor US Stocks vs Premium Income Stocks with Options

4 strategies

Weekly Momentum Allocator: ETFs, Blue Chips and Growth

Composer Technologies · Composer

Monte Balanced Equities Fund with Thematic Overlay

Quantbase

Small Cap Dividend Factor US Stocks

Interactive Advisors

Premium Income Stocks with Options

Collective2

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (OOS, Composite, Live, Hypo). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

0.0%

20.1%Best

19.4%

—

103.1%Best

—

6.1%

—

11.4%Best

16.0%

15.1%

—

6.66Best

1.41

1.10

0.97

-1.6%Best

-12.3%

-8.1%

-20.7%

Fee

—

1.00%

0.20%Best

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Minimum investment

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$100

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Each source uses its own scale

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2.46(0-5 (Quantbase))

3(1-5 (Interactive Advisors))

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Inception

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2025-05-15

2016-12-22

2026-03-14

Holdings

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40%

73%

82%Best

67%

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

Monte Balanced Equities Fund with Thematic OverlayCompositeup 12.8%
Small Cap Dividend Factor US StocksLiveup 14.6%
Premium Income Stocks with OptionsHypoup 18.7%
S&P 500 ETFup 17.7%

No published history to chart: Weekly Momentum Allocator: ETFs, Blue Chips and Growth.

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Include screen: Dividends / yield

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Universe / index

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Event handling / exception

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Exclude screen

—

Include screen

—

Include screen: Growth

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Include screen: Liquidity / trading volume

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Include screen: Value

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Number of holdings

—

Rebalance schedule

—

Risk control

—

Sector / asset cap

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Weight by score: Dividends / yield

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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.

Not published

as of 2026-10-08

Asset mix

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Stocks 66% · Other 34%

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Top 5 holdings

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EQT4.0%
PWR4.0%
GEV4.0%
XOM4.0%
PKE4.0%
of 35 positions

Russell 2000 ETF≈37%
Consumer Staples ETF≈25%
Financials ETF≈20%

Energy ETF≈36%
Materials ETF≈30%
Consumer Staples ETF≈22%

Do the holdings back the rules?

Tests fixed in advance: does what a strategy holds match what it says? Estimated verdicts come from returns where no holdings are published.

Fossil-fuel companies held

—

18.0%

—

Leveraged or inverse funds held

—

0.0%

—

Costs, access & sources

Subscription

—

$79 / month

Rebalance

weekly

—

Manager

—

IA Smart Beta

SvenPrzibilla

Source

Composer ↗

Quantbase ↗

Interactive Advisors ↗

Collective2 ↗

—

Form ADV brochure ↗

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Every published figureShow 90 attributes

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

Classification

AI categories (Composer)

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

—

Asset classes / instruments

equities

—

equities

stocks, options

Composition (ETFs / Stocks / Mixed)

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STOCKS

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Curated collections (Interactive Advisors)

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Diversified portfolios, Income generating portfolios, Undervalued companies

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ESG / responsible flag

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Leaderboard views (Collective2)

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new_highs

Smart beta flag

—

Yes

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Theme keywords (Interactive Advisors)

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Dividend yields, Mid-cap, Small-cap

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Market-relative

Alpha vs S&P 500, strategy life (hypothetical model account)

—

0.09

Beta vs S&P 500, strategy life (hypothetical model account)

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-0.05

Correlation to S&P 500, strategy life (hypothetical model account)

—

-0.03

Correlation to SPY (full history) (client composite)

—

0.72

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Correlation to SPY (Quantbase data field) (basis not stated)

—

0.72

—

Returns

Annual return (Quantbase data field) (basis not stated)

—

28.58%

—

Annualized return since inception (Lighthorse, daily, composite)

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28.54%

—

Annualized return since inception (Lighthorse, daily, live)

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6.15%

—

Backtest end date (Quantbase data field)

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2025-05-15

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Return since chart start (cumulative) (client composite)

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41.79%

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Return since inception (annualized) (live account)

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6.10%

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Return since inception (cumulative) (live account)

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79.00%

—

Return vs the source's benchmark, last 365 days (Lighthorse, daily, live)

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3.98%

—

Return, last 30 days (live account)

—

-5.20%

—

Return, last 365 days (Lighthorse, daily, composite)

—

21.74%

—

Return, last 365 days (Lighthorse, daily, live)

—

22.01%

—

Return, last 365 days (live account)

—

19.40%

—

Return, last 5 years (cumulative) (live account)

—

28.60%

—

Return, last 90 days (live account)

—

-1.20%

—

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

103.09%

—

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

4.90%

—

Return, rolling 1 year (client composite)

—

20.08%

—

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

-4.41%

—

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

0.00%

—

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

0.00%

—

Return, year to date (live account)

—

16.70%

—

Trading activity

Average leverage

—

1.61

Maximum daily leverage

—

4.35

Number of trades

—

Percent of trades profitable

—

86.49%

Profit factor

—

2.30

Risk metrics

Beta vs the source's benchmark, last 365 days (Lighthorse, daily, live)

—

0.77

—

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

64.30

—

Daily volatility over the chart range (client composite)

—

1.01%

—

Max drawdown over the chart range (client composite)

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-12.27%

—

Maximum drawdown since inception (Lighthorse, daily, composite)

—

-12.27%

—

Maximum drawdown since inception (Lighthorse, daily, live)

—

-42.13%

—

Maximum drawdown, last 365 days (Lighthorse, daily, composite)

—

-12.27%

—

Maximum drawdown, last 365 days (Lighthorse, daily, live)

—

-8.09%

—

Maximum drawdown, last 365 days (live account)

—

-8.10%

—

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

-1.60%

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Maximum drawdown, strategy life (hypothetical model account)

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-20.68%

Monthly volatility over the chart range (client composite)

—

5.07%

—

Sharpe ratio from daily returns over the chart range (client composite)

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1.41

—

Sharpe ratio since inception (Lighthorse, daily, composite)

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1.19

—

Sharpe ratio since inception (Lighthorse, daily, live)

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0.26

—

Sharpe ratio, last 365 days (Lighthorse, daily, composite)

—

0.85

—

Sharpe ratio, last 365 days (Lighthorse, daily, live)

—

1.15

—

Sharpe ratio, last 365 days (live account)

—

1.10

—

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

6.66

—

Sharpe ratio, strategy life (hypothetical model account)

—

0.97

Sortino ratio, last 365 days (Lighthorse, daily, composite)

—

1.22

—

Sortino ratio, last 365 days (Lighthorse, daily, live)

—

1.82

—

Sortino ratio, last 365 days (live account)

—

1.91

—

Sortino ratio, strategy life (hypothetical model account)

—

1.45

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

11.42%

—

Value-at-risk 95% 1-week, last 365 days (live account)

—

-3.50%

—

Volatility over the chart range, annualized from daily (×√252) (client composite)

—

16.03%

—

Volatility since inception (Lighthorse, daily, composite)

—

18.96%

—

Volatility since inception (Lighthorse, daily, live)

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22.28%

—

Volatility, last 365 days (Lighthorse, daily, composite)

—

20.55%

—

Volatility, last 365 days (Lighthorse, daily, live)

—

14.38%

—

Volatility, last 365 days (live account)

—

15.10%

—

Cost & access

Brokerage / custodian

—

Alpaca

—

Management / advisory fee

—

1.00%

0.20%

—

Minimum investment

—

$100

—

Subscription price per month

—

$79

Suggested minimum capital

—

$35k

Suitability

Experience minimum: bonds

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Experience minimum: crypto

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Experience minimum: equity

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Experience minimum: leverage

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Experience minimum: options

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Construction

Last rebalance date

—

2026-10-08

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Rebalance frequency

weekly

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Rebalancing (methodology text)

—

rebalances quarterly; rebalanced on a quarterly

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Disclosure

Metrics calculated through

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2026-10-05

2026-10-09

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Risk score

Qualitative risk score (Quantbase data field)

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Risk label (Interactive Advisors)

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Growth plus

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Risk score 0-5 (Quantbase)

—

2.46

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Risk score 1-5 (Interactive Advisors)

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Identity

Strategy age

—

220