Side-by-side comparison

Compare investment strategies

Macro-Adaptive ETF Rotation Portfolio vs Equal-Split QQQ, SPMO, IWY and XLG Drift Portfolio vs AI Alpha Growth Stock Strategy vs Monte Balanced Equities Fund with Thematic Overlay

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, Hypo, Composite). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

23.6%Best

16.2%

—

20.1%

33.5%

54.2%Best

34.0%

—

23.6%

17.4%

—

16.0%Best

1.23

2.63Best

2.31

1.41

-21.7%

-3.8%Best

-13.7%

-12.3%

Fee

—

1.00%

Minimum investment

$100

—

Each source uses its own scale

4(1-5 risk tolerance (AInvest))

—

2(Heart Attack Index (Collective2))

2.46(0-5 (Quantbase))

Inception

—

2026-04-14

2025-05-15

Holdings

—

80%Best

40%

67%

73%

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.

Macro-Adaptive ETF Rotation PortfolioBacktestup 12.9%
AI Alpha Growth Stock StrategyHypoup 33.5%
Monte Balanced Equities Fund with Thematic OverlayCompositeup 0.1%
S&P 500 ETFup 9.6%

No published history to chart: Equal-Split QQQ, SPMO, IWY and XLG Drift Portfolio.

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 2026-10-28

Not published

as of 2026-10-08

Asset mix

ETFs 100%

—

Stocks 66% · Other 34%

Top 5 holdings

XLK50.0%
QQQ50.0%

—

Technology ETF≈79%
Energy ETF≈9%
Utilities ETF≈5%

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

Overlap

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

	Macro-Adaptive ETF Rotation Portfolio	Monte Balanced Equities Fund with Thematic Overlay
Macro-Adaptive ETF Rotation Portfolio		0%
Monte Balanced Equities Fund with Thematic Overlay	0%

Every published figureShow 93 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, equal-weight, etf, mega-cap concentration, momentum tilt, no rebalancing, us large-cap growth

—

Asset classes / instruments

equities

stocks

—

Investment purpose (AInvest)

active-trading-tactical-allocation

—

Leaderboard views (Collective2)

—

tos

—

Section on AInvest's ETF portfolio page

Popular

—

Tags (AInvest)

aime select, growth

—

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)

—

Market-relative

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

—

0.09

—

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

—

0.90

—

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

—

0.48

—

Correlation to SPY (full history) (client composite)

—

0.72

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

—

0.72

Returns

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

—

28.58%

Annual return compounded, strategy life (hypothetical model account)

—

34.00%

—

Annualized return since inception (Lighthorse, daily, composite)

—

28.54%

Backtest end date (Quantbase data field)

—

2025-05-15

Best and worst calendar year (AInvest)

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

—

Return since chart start (cumulative) (client composite)

—

41.79%

Return, 1 month (hypothetical model account)

—

1.46%

—

Return, 3 months (hypothetical model account)

—

2.61%

—

Return, 6 months (hypothetical model account)

—

34.22%

—

Return, backtest period (annualized) (backtest)

33.12%

—

Return, last 30 days (backtest)

6.06%

—

Return, last 365 days (backtest)

23.58%

—

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

—

21.74%

Return, last 90 days (backtest)

3.96%

—

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

—

54.22%

—

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

—

9.54%

—

Return, rolling 1 year (client composite)

—

20.08%

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

—

3.48%

—

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

—

16.16%

—

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

—

2.66%

—

Return, whole backtest (annualized) (backtest)

33.52%

—

Return, whole backtest (cumulative) (backtest)

840.09%

—

Return, year to date (backtest)

18.21%

—

Trading activity

Average leverage

—

0.44

—

Average position time

—

47,893

—

Maximum daily leverage

—

0.74

—

Number of trades

—

129

—

Percent of trades profitable

—

57.03%

—

Profit factor

—

5.21

—

Win:loss ratio

—

5.21

—

Cost & access

Brokerage / custodian

—

Alpaca

Management / advisory fee

—

1.00%

Minimum investment

$100

—

Subscription price per month

—

$99

—

Suggested minimum capital

—

$5,000

—

Risk metrics

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

—

14.13

—

Daily volatility over the chart range (client composite)

—

1.01%

Max drawdown over the chart range (client composite)

—

-12.27%

Maximum drawdown period (AInvest)

peak: 2021-12 · months: 10 · trough: 2022-10

—

Maximum drawdown since inception (Lighthorse, daily, composite)

—

-12.27%

Maximum drawdown, backtest period (backtest)

-18.22%

—

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

—

-12.27%

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

—

-3.84%

—

Maximum drawdown, strategy life (hypothetical model account)

—

-13.70%

—

Maximum drawdown, whole backtest (backtest)

-21.73%

—

Monthly volatility over the chart range (client composite)

—

5.07%

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

—

1.41

Sharpe ratio since inception (Lighthorse, daily, composite)

—

1.19

Sharpe ratio, backtest period (backtest)

1.34

—

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

—

0.85

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

—

2.63

—

Sharpe ratio, strategy life (hypothetical model account)

—

2.31

—

Sharpe ratio, whole backtest (backtest)

1.23

—

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

—

1.22

Sortino ratio, strategy life (hypothetical model account)

—

2.92

—

Sortino ratio, whole backtest (backtest)

1.75

—

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

—

17.35%

—

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

—

16.03%

Volatility since inception (Lighthorse, daily, composite)

—

18.96%

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

—

20.55%

Volatility, whole backtest (backtest)

23.55%

—

Suitability

Experience minimum: bonds

—

Experience minimum: crypto

—

Experience minimum: equity

—

Experience minimum: leverage

—

Experience minimum: options

—

Risk score

Heart Attack Index (Collective2)

—

Qualitative risk score (Quantbase data field)

—

Risk score 0-5 (Quantbase)

—

2.46

Risk tolerance (AInvest)

moderate-aggressive

—

Risk tolerance 1-5 (AInvest)

—

Construction

Last rebalance date

—

2026-10-08

Rebalance corridor width

—

1.00%

—

Rebalance frequency

daily

none

—

Disclosure

Metrics calculated through

—

2026-10-05

Identity

Strategy age

—

181

—

Macro-Adaptive ETF Rotation Portfolio

Monte Balanced Equities Fund with Thematic Overlay

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