Side-by-side comparison

Compare investment strategies

Wide Dispersion Short-Term Multi-Asset Rotation vs Macro-Filtered Short-Term Momentum with Mean Reversion

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)

leveraged/inverse etfs, mean reversion, multi-asset, regime switching, relative strength, short-term, volatility trading

daily rebalance, long/short, macro regime rotation, momentum + mean reversion, multi-asset, risk-managed, tactical etf, volatility hedging

Asset classes / instruments

equities

Risk metrics

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

10.45

180.23

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

-1.53%

-0.42%

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

2.36

9.00

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

6.67%

6.75%

Construction

Rebalance frequency

daily

Returns

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

15.97%

76.55%

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

1.30%

3.91%

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

1.30%

0.00%

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

0.00%

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

3.98%

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