Side-by-side comparison

Compare investment strategies

80/20 RSP and SPY Equal-Weight Tilt vs BRIX Opportunity Diversified Buy-and-Hold Equities

At a glance

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

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

0.0%

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11.6%

24.6%Best

11.4%

—

1.03

1.06Best

-7.8%Best

-25.2%

Each source uses its own scale

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12(Heart Attack Index (Collective2))

Inception

—

2022-06-20

40%

67%Best

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.

BRIX Opportunity Diversified Buy-and-Hold EquitiesHypoup 124.9%
S&P 500 ETFup 79.9%

No published history to chart: 80/20 RSP and SPY Equal-Weight Tilt.

Every published figureShow 46 attributes

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

Classification

AI categories (Composer)

annual rebalance, diversification, equal-weight tilt, long-only, s&p 500, us equities

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Asset classes / instruments

equities

stocks

Leaderboard views (Collective2)

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ira_account, old_timers, popular, tos

Style chips (Collective2)

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Non-hedged Equity

Market-relative

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

—

0.03

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

—

0.69

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

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0.64

Returns

Annual return compounded, strategy life (hypothetical model account)

—

24.60%

Annualized return since inception (Lighthorse, daily, hypothetical)

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23.70%

Return, 1 month (hypothetical model account)

—

2.85%

Return, 3 months (hypothetical model account)

—

3.98%

Return, 6 months (hypothetical model account)

—

29.83%

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

—

28.60%

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

11.59%

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

7.58%

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

0.19%

—

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

0.00%

—

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

0.91%

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Trading activity

Average leverage

—

0.85

Average position time

—

276,830

Maximum daily leverage

—

1.08

Number of trades

—

223

Percent of trades profitable

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51.57%

Profit factor

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7.96

Win:loss ratio

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7.96

Quality

Badges (Collective2)

—

Trades Own Strategy, BrokerTransmit

Risk metrics

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

1.48

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Calmar ratio, strategy life (hypothetical model account)

—

1.34

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

—

-23.70%

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

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-15.39%

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

-7.81%

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Maximum drawdown, strategy life (hypothetical model account)

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-25.20%

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

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0.86

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

—

0.88

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

1.03

—

Sharpe ratio, strategy life (hypothetical model account)

—

1.06

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

—

1.36

Sortino ratio, strategy life (hypothetical model account)

—

1.57

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

11.37%

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Volatility since inception (Lighthorse, daily, hypothetical)

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21.68%

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

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27.70%

Risk score

Heart Attack Index (Collective2)

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Construction

Rebalance frequency

yearly

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Identity

Strategy age

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1,575

Cost & access

Subscription price per month

—

$55

Suggested minimum capital

—

$15k

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