Side-by-side comparison

Compare investment strategies

AI Mega-Cap Trend Filter with IEF Fallback vs EP-Space Stock Strategy

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.

56.9%

—

43.6%

59.8%Best

24.9%

—

1.58Best

1.09

-15.9%Best

-52.0%

Each source uses its own scale

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24(Heart Attack Index (Collective2))

Inception

2025-01-12

2024-09-04

Holdings

—

60%

67%Best

Every published figureShow 73 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 focus, risk-managed, tactical equity, treasury hedge, trend-following, us large-cap

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Asset classes / instruments

equities

stocks

Leaderboard views (Collective2)

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ira_account, popular

Market-relative

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

—

0.11

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

0.22

—

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

—

0.79

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

0.87

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

0.60

—

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

—

0.31

Returns

Annual return compounded, strategy life (hypothetical model account)

—

59.80%

Annualized return since inception (Lighthorse, daily, hypothetical)

—

56.78%

Backtest length

5,371

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Out-of-sample length

437

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Return, 1 month (hypothetical model account)

—

1.85%

Return, 3 months (hypothetical model account)

—

17.37%

Return, 6 months (hypothetical model account)

—

18.96%

Return, backtest period (annualized) (backtest)

22.11%

—

Return, backtest period (cumulative) (backtest)

6971%

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

—

57.30%

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

43.60%

—

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

87.56%

—

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

-0.20%

—

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

5.76%

—

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

-2.01%

—

Return, trailing 1 year (backtest)

56.93%

—

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

56.93%

—

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

-2.02%

—

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

4.62%

—

SPY annualized return over the backtest window (backtest)

11.19%

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Trading activity

Annualized turnover, backtest period (backtest)

2.59

—

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

3.39

—

Average leverage

—

0.85

Average position time

—

37,683

Daily win rate, backtest period (backtest)

54.03%

—

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

54.00%

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Maximum daily leverage

—

5.75

Number of trades

—

136

Percent of trades profitable

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91.11%

Profit factor

—

23.29

Win:loss ratio

—

23.29

Backtest

Backtest final value (from $10,000)

$707k

—

Backtest regulatory fees

$100

—

Backtest slippage cost

$663

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Risk metrics

Calmar ratio, backtest period (backtest)

0.67

—

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

2.75

—

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

—

-44.06%

Maximum drawdown, backtest period (backtest)

-32.90%

—

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

—

-23.64%

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

-15.86%

—

Maximum drawdown, strategy life (hypothetical model account)

—

-52.00%

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

—

1.08

Sharpe ratio, backtest period (backtest)

1.07

—

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

—

1.38

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

1.58

—

Sharpe ratio, strategy life (hypothetical model account)

—

1.09

Sortino ratio, backtest period (backtest)

1.58

—

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

—

2.40

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

2.54

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Sortino ratio, strategy life (hypothetical model account)

—

1.75

Standard deviation, backtest period (backtest)

20.70%

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

24.89%

—

Volatility since inception (Lighthorse, daily, hypothetical)

—

46.56%

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

—

33.01%

Quality

Community review status

ACTIVE

—

Holdings

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

0.30

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Risk score

Heart Attack Index (Collective2)

—

Construction

Logic complexity (node count)

—

Rebalance frequency

monthly

—

Popularity

Remixes (copies)

—

Watchers

—

Identity

Strategy age

—

768

Cost & access

Subscription price per month

—

$80

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