Side-by-side comparison

Compare investment strategies

Apple, Microsoft and Alphabet 40/30/30 Threshold Rebalance vs NQ Alpha Engine Nasdaq Futures

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.

29.6%

—

41.4%

112.0%Best

22.5%

—

1.66

2.87Best

-17.3%

-13.5%Best

Each source uses its own scale

—

2(Heart Attack Index (Collective2))

Inception

2025-03-15

2026-03-09

Holdings

—

60%Best

56%

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.

NQ Alpha Engine Nasdaq FuturesHypoup 93.1%
S&P 500 ETFup 15.2%

No published history to chart: Apple, Microsoft and Alphabet 40/30/30 Threshold Rebalance.

Every published figureShow 65 attributes

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

Classification

AI categories (Composer)

concentrated, large-cap tech, threshold rebalancing, us equities

—

Asset classes / instruments

equities

futures

Leaderboard views (Collective2)

—

tos

Market-relative

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

—

0.36

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

0.13

—

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

—

-0.01

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

1.04

—

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

0.79

—

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

—

-0.00

Returns

Annual return compounded, strategy life (hypothetical model account)

—

112.00%

Backtest length

5,570

—

Out-of-sample length

394

—

Return, 1 month (hypothetical model account)

—

0.74%

Return, 3 months (hypothetical model account)

—

4.96%

Return, 6 months (hypothetical model account)

—

36.71%

Return, backtest period (annualized) (backtest)

28.21%

—

Return, backtest period (cumulative) (backtest)

24k%

—

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

41.37%

—

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

72.06%

—

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

0.57%

—

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

7.34%

—

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

2.10%

—

Return, trailing 1 year (backtest)

29.64%

—

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

29.64%

—

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

1.25%

—

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

13.55%

—

SPY annualized return over the backtest window (backtest)

11.30%

—

Trading activity

Annualized turnover, backtest period (backtest)

0.99

—

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

1.21

—

Average leverage

—

3.64

Average position time

—

215

Daily win rate, backtest period (backtest)

55.21%

—

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

54.57%

—

Maximum daily leverage

—

10.82

Number of trades

—

324

Percent of trades profitable

—

58.26%

Profit factor

—

1.62

Win:loss ratio

—

1.62

Backtest

Backtest final value (from $10,000)

$2.4M

—

Backtest regulatory fees

$60

—

Backtest slippage cost

$463

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.49

—

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

2.39

—

Maximum drawdown, backtest period (backtest)

-57.24%

—

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

-17.28%

—

Maximum drawdown, strategy life (hypothetical model account)

—

-13.50%

Sharpe ratio, backtest period (backtest)

1.12

—

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

1.66

—

Sharpe ratio, strategy life (hypothetical model account)

—

2.87

Sortino ratio, backtest period (backtest)

1.65

—

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

2.71

—

Sortino ratio, strategy life (hypothetical model account)

—

7.48

Standard deviation, backtest period (backtest)

24.94%

—

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

22.46%

—

Quality

Community review status

ACTIVE

—

Holdings

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

0.34

—

Risk score

Heart Attack Index (Collective2)

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

2.00%

—

Rebalance frequency

none

—

Popularity

Remixes (copies)

—

Watchers

—

Identity

Strategy age

—

217

Cost & access

Subscription price per month

—

$20

Suggested minimum capital

—

$25k

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