Side-by-side comparison

Compare investment strategies

1-3 Year Treasury Defense vs Bond and Defensive Signals Gate for TQQQ

At a glance

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

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

10.8%

—

12.1%

207.4%Best

18.4%Best

31.7%

0.56

3.80Best

-37.6%

-4.8%Best

Minimum investment

$100

—

Each source uses its own scale

1(1-5 risk tolerance (AInvest))

—

Holdings

—

80%Best

40%

Every published figureShow 37 attributes

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

Classification

AI categories (Composer)

—

bond signals, daily rebalance, defensive factor, leveraged etf, nasdaq-100, risk-on/off, tactical momentum, trend following

Asset classes / instruments

equities, fixed income

equities

Investment purpose (AInvest)

short-term-savings, retirement-planning

—

Section on AInvest's ETF portfolio page

Cash Alternative

—

Tags (AInvest)

defensive, income

—

Scores

AInvest cost score (0-100)

—

AInvest diversification score (0-100)

—

AInvest momentum score (0-100)

—

AInvest overall score (0-100)

—

AInvest return score (0-100)

—

AInvest risk score (0-100)

—

Returns

Best and worst calendar year (AInvest)

best: [object Object] · worst: [object Object]

—

Return, backtest period (annualized) (backtest)

11.31%

—

Return, last 30 days (backtest)

3.10%

—

Return, last 365 days (backtest)

10.80%

—

Return, last 90 days (backtest)

0.44%

—

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

—

207.42%

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

—

17.40%

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

—

17.20%

Return, whole backtest (annualized) (backtest)

12.08%

—

Return, whole backtest (cumulative) (backtest)

143.83%

—

Return, year to date (backtest)

14.12%

—

Risk metrics

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

—

43.28

Maximum drawdown period (AInvest)

peak: 2019-12 · months: 3 · trough: 2020-03

—

Maximum drawdown, backtest period (backtest)

-26.14%

—

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

—

-4.79%

Maximum drawdown, whole backtest (backtest)

-37.61%

—

Sharpe ratio, backtest period (backtest)

0.35

—

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

—

3.80

Sharpe ratio, whole backtest (backtest)

0.56

—

Sortino ratio, whole backtest (backtest)

0.80

—

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

—

31.69%

Volatility, whole backtest (backtest)

18.38%

—

Cost & access

Minimum investment

$100

—

Construction

Rebalance frequency

monthly

daily

Risk score

Risk tolerance (AInvest)

conservative

—

Risk tolerance 1-5 (AInvest)

—

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