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AI/Tech vs Managed Futures Switch with AIBD/BTAL Defense 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.

21.9%

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23.2%

59.8%Best

49.1%

—

0.68

1.09Best

-38.5%Best

-52.0%

Each source uses its own scale

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24(Heart Attack Index (Collective2))

Inception

2024-08-14

2024-09-04

Holdings

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60%

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.

EP-Space Stock StrategyHypoup 173.7%
S&P 500 ETFup 41.2%

No published history to chart: AI/Tech vs Managed Futures Switch with AIBD/BTAL Defense.

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, daily rebalance, leveraged etfs, managed futures signal, momentum, rsi regime filter, tactical, volatility

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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)

0.48

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

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0.79

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

-0.69

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

-0.23

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

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0.31

Returns

Annual return compounded, strategy life (hypothetical model account)

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59.80%

Annualized return since inception (Lighthorse, daily, hypothetical)

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56.78%

Backtest length

602

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Out-of-sample length

544

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Return, 1 month (hypothetical model account)

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1.85%

Return, 3 months (hypothetical model account)

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17.37%

Return, 6 months (hypothetical model account)

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18.96%

Return, backtest period (annualized) (backtest)

57.60%

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Return, backtest period (cumulative) (backtest)

196.99%

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

—

57.30%

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

23.21%

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

56.27%

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

7.02%

—

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

-3.91%

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

8.26%

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Return, trailing 1 year (backtest)

50.90%

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

21.93%

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

3.23%

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

-4.07%

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SPY annualized return over the backtest window (backtest)

18.48%

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Trading activity

Annualized turnover, backtest period (backtest)

56.09

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

59.06

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Average leverage

—

0.85

Average position time

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37,683

Daily win rate, backtest period (backtest)

53.32%

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

52.21%

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Maximum daily leverage

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5.75

Number of trades

—

136

Percent of trades profitable

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91.11%

Profit factor

—

23.29

Win:loss ratio

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23.29

Backtest

Backtest final value (from $10,000)

$30k

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Backtest regulatory fees

$83

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Backtest slippage cost

$574

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Risk metrics

Calmar ratio, backtest period (backtest)

1.50

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

0.60

—

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

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-44.06%

Maximum drawdown, backtest period (backtest)

-38.47%

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

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-23.64%

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

-38.47%

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Maximum drawdown, strategy life (hypothetical model account)

—

-52.00%

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

—

1.08

Sharpe ratio, backtest period (backtest)

1.19

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

—

1.38

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

0.68

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Sharpe ratio, strategy life (hypothetical model account)

—

1.09

Sortino ratio, backtest period (backtest)

1.69

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

—

2.40

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

1.02

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Sortino ratio, strategy life (hypothetical model account)

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1.75

Standard deviation, backtest period (backtest)

48.66%

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

49.12%

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Volatility since inception (Lighthorse, daily, hypothetical)

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46.56%

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

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33.01%

Quality

Community review status

ACTIVE

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Holdings

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

0.77

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Risk score

Heart Attack Index (Collective2)

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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Popularity

Remixes (copies)

—

Watchers

—

Identity

Strategy age

—

768

Cost & access

Subscription price per month

—

$80

Suggested minimum capital

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$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