Strategy Library
Head to head
Compare strategies
Every line is rebased to $100 at the start of the longest window all your picks share, so the comparison is always apples to apples.
Pick up to 5 strategies
2/5 selectedGrowth of $100
Sep 2016 – Sep 2026, the longest window all selected strategies share
| Strategy | Total | CAGR | Volatility | Max DD | Return / Risk |
|---|---|---|---|---|---|
| Moose-Style Index Rotation | +179% | +10.8% | 16.1% | -29.9% | 0.72 |
| Classic 60/40 | +146% | +9.4% | 10.5% | -20.6% | 0.91 |
Underwater
Percent below each strategy's own prior high over the same window. Overlapping dips mean they fall together.
- Moose-Style Index Rotation
- Classic 60/40
Correlation
Of monthly returns over the same window. Near 1 means little diversification between the two; near 0 or below means they zig when the other zags.
| Moose-Style Index Rotation | 1.00 | 0.29 |
|---|---|---|
| Classic 60/40 | 0.29 | 1.00 |
Best diversifying pair: Moose-Style Index Rotation and Classic 60/40 (0.29).