Side-by-side comparison

Compare investment strategies

Macro-Adaptive ETF Rotation Portfolio vs Weekly AI Stocks and ETFs Momentum (75/25)

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.

23.6%

82.5%Best

33.5%

81.3%Best

23.6%Best

38.3%

1.23

1.75Best

-21.7%

-19.5%Best

Minimum investment

$100

—

Each source uses its own scale

4(1-5 risk tolerance (AInvest))

—

Inception

—

2025-01-13

Holdings

80%Best

60%

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 141.6%
S&P 500 ETFup 76.3%

No published history to chart: Weekly AI Stocks and ETFs Momentum (75/25).

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

as of 2026-10-11

Asset mix

ETFs 100%

Stocks 76% · ETFs 24%

Top 5 holdings

XLK50.0%
QQQ50.0%

PLTR27.1%
SNOW26.3%
AMD23.1%
VGT12.1%
SOXX11.4%

Overlap

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

	Macro-Adaptive ETF Rotation Portfolio	Weekly AI Stocks and ETFs Momentum (75/25)
Macro-Adaptive ETF Rotation Portfolio		0%
Weekly AI Stocks and ETFs Momentum (75/25)	0%

Every published figureShow 66 attributes

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

Classification

AI categories (Composer)

—

ai/tech momentum, equities, etfs, semiconductors, weekly rebalance

Asset classes / instruments

equities

Investment purpose (AInvest)

active-trading-tactical-allocation

—

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

—

0.29

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

—

2.28

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

—

0.78

Trading activity

Annualized turnover, backtest period (backtest)

—

9.20

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

—

7.44

Daily win rate, backtest period (backtest)

—

53.97%

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

—

57.14%

Backtest

Backtest final value (from $10,000)

—

$87k

Backtest regulatory fees

—

$29

Backtest slippage cost

—

$206

Returns

Backtest length

—

1,423

Best and worst calendar year (AInvest)

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

—

Out-of-sample length

—

252

Return, backtest period (annualized) (backtest)

33.12%

46.75%

Return, backtest period (cumulative) (backtest)

—

773.66%

Return, last 30 days (backtest)

6.06%

—

Return, last 365 days (backtest)

23.58%

—

Return, last 90 days (backtest)

3.96%

—

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

—

81.25%

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

—

81.68%

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

—

2.72%

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

—

14.37%

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

—

3.03%

Return, trailing 1 year (backtest)

—

82.17%

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

—

82.51%

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

—

4.34%

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

—

11.52%

Return, whole backtest (annualized) (backtest)

33.52%

—

Return, whole backtest (cumulative) (backtest)

840.09%

—

Return, year to date (backtest)

18.21%

—

SPY annualized return over the backtest window (backtest)

—

14.54%

Risk metrics

Calmar ratio, backtest period (backtest)

—

0.94

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

—

4.16

Maximum drawdown period (AInvest)

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

—

Maximum drawdown, backtest period (backtest)

-18.22%

-49.78%

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

—

-19.52%

Maximum drawdown, whole backtest (backtest)

-21.73%

—

Sharpe ratio, backtest period (backtest)

1.34

1.19

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

—

1.75

Sharpe ratio, whole backtest (backtest)

1.23

—

Sortino ratio, backtest period (backtest)

—

1.81

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

—

2.75

Sortino ratio, whole backtest (backtest)

1.75

—

Standard deviation, backtest period (backtest)

—

38.54%

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

—

38.26%

Volatility, whole backtest (backtest)

23.55%

—

Quality

Community review status

—

ACTIVE

Holdings

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

—

0.22

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

weekly

Cost & access

Minimum investment

$100

—

Popularity

Remixes (copies)

—

Watchers

—

Risk score

Risk tolerance (AInvest)

moderate-aggressive

—

Risk tolerance 1-5 (AInvest)

—

Macro-Adaptive ETF Rotation Portfolio

Weekly AI Stocks and ETFs Momentum (75/25)

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