Side-by-side comparison

Compare investment strategies

Algorithmic Stock Day Trading vs Five-ETF Sector Mean Reversion

At a glance

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

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

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14.4%

20.8%Best

15.1%

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5.7%

1.03

2.50Best

-30.8%

-3.0%Best

Each source uses its own scale

29(Heart Attack Index (Collective2))

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Inception

2026-06-03

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56%Best

40%

Every published figureShow 30 attributes

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

Market-relative

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

0.23

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

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

0.22

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Returns

Annual return compounded, strategy life (hypothetical model account)

20.80%

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

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15.11%

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

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15.17%

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

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4.37%

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

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14.41%

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

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4.37%

Classification

Asset classes / instruments

stocks

equities

Leaderboard views (Collective2)

tos

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Trading activity

Average leverage

1.47

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Average position time

1,069

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Maximum daily leverage

3.27

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Number of trades

—

Percent of trades profitable

50.00%

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Profit factor

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Win:loss ratio

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Risk metrics

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

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4.97

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

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-3.04%

Maximum drawdown, strategy life (hypothetical model account)

-30.80%

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

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2.50

Sharpe ratio, strategy life (hypothetical model account)

1.03

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Sortino ratio, strategy life (hypothetical model account)

3.17

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

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5.71%

Risk score

Heart Attack Index (Collective2)

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Construction

Rebalance frequency

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daily

Identity

Strategy age

131

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Cost & access

Subscription price per month

$100

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Suggested minimum capital

$35k

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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