Side-by-side comparison

Compare investment strategies

Small Cap Multifactor vs AutoSignals TQQQ vs SH Trend Switch

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.

78.9%

—

34.2%

147.3%Best

33.6%

14.3%Best

0.96

6.68Best

-46.3%

-0.9%Best

Minimum investment

$100

—

Each source uses its own scale

5(1-5 risk tolerance (AInvest))

—

Holdings

—

90%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)

—

daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities, fixed income

equities

Investment purpose (AInvest)

long-term-wealth-accumulation, active-trading-tactical-allocation

—

Section on AInvest's ETF portfolio page

Multi-Factor

—

Tags (AInvest)

aggressive, factor

—

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)

34.04%

—

Return, last 30 days (backtest)

0.15%

—

Return, last 365 days (backtest)

78.91%

—

Return, last 90 days (backtest)

-2.11%

—

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

—

147.30%

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

—

8.62%

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

—

8.61%

Return, whole backtest (annualized) (backtest)

34.18%

—

Return, whole backtest (cumulative) (backtest)

895.34%

—

Return, year to date (backtest)

75.98%

—

Risk metrics

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

—

173.27

Maximum drawdown period (AInvest)

peak: 2021-12 · months: 9 · trough: 2022-09

—

Maximum drawdown, backtest period (backtest)

-40.58%

—

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

—

-0.85%

Maximum drawdown, whole backtest (backtest)

-46.30%

—

Sharpe ratio, backtest period (backtest)

0.93

—

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

—

6.68

Sharpe ratio, whole backtest (backtest)

0.96

—

Sortino ratio, whole backtest (backtest)

1.39

—

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

—

14.34%

Volatility, whole backtest (backtest)

33.60%

—

Cost & access

Minimum investment

$100

—

Construction

Rebalance frequency

monthly

daily

Risk score

Risk tolerance (AInvest)

aggressive

—

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