Side-by-side comparison

Compare investment strategies

Asia-Pacific vs Europe Contrarian Underperformer Switch vs FTSE Tech Entry Futures 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.

18.1%

—

18.4%

38.0%Best

17.0%

—

1.08

1.23Best

-13.4%Best

-36.0%

Each source uses its own scale

—

14(Heart Attack Index (Collective2))

Inception

2024-10-16

2024-02-08

Holdings

—

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.

FTSE Tech Entry Futures StrategyHypoup 134.4%
S&P 500 ETFup 51.5%

No published history to chart: Asia-Pacific vs Europe Contrarian Underperformer Switch.

Every published figureShow 74 attributes

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

Classification

AI categories (Composer)

apac vs europe, developed markets, equities, mean reversion, regional rotation, single-etf at a time

—

Asset classes / instruments

equities

futures

Leaderboard views (Collective2)

—

popular

Market-relative

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

—

0.07

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

0.06

—

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

—

0.32

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

0.77

—

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

0.75

—

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

—

0.21

Returns

Annual return compounded, strategy life (hypothetical model account)

—

38.00%

Annualized return since inception (Lighthorse, daily, hypothetical)

—

36.73%

Backtest length

3,076

—

Out-of-sample length

499

—

Return, 1 month (hypothetical model account)

—

6.70%

Return, 3 months (hypothetical model account)

—

7.71%

Return, 6 months (hypothetical model account)

—

10.14%

Return, backtest period (annualized) (backtest)

10.45%

—

Return, backtest period (cumulative) (backtest)

236.62%

—

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

—

39.61%

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

18.39%

—

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

39.23%

—

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

0.05%

—

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

-4.18%

—

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

0.71%

—

Return, trailing 1 year (backtest)

14.17%

—

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

18.09%

—

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

0.07%

—

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

-0.50%

—

SPY annualized return over the backtest window (backtest)

13.62%

—

Trading activity

Annualized turnover, backtest period (backtest)

25.07

—

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

29.29

—

Average leverage

—

2.90

Average position time

—

8,538

Daily win rate, backtest period (backtest)

53.22%

—

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

53.71%

—

Maximum daily leverage

—

4.38

Number of trades

—

Percent of trades profitable

—

81.48%

Profit factor

—

2.97

Win:loss ratio

—

2.97

Backtest

Backtest final value (from $10,000)

$34k

—

Backtest regulatory fees

$140

—

Backtest slippage cost

$1,087

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.29

—

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

1.37

—

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

—

-32.27%

Maximum drawdown, backtest period (backtest)

-35.60%

—

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

—

-16.60%

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

-13.42%

—

Maximum drawdown, strategy life (hypothetical model account)

—

-36.00%

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

—

1.11

Sharpe ratio, backtest period (backtest)

0.65

—

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

—

1.17

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

1.08

—

Sharpe ratio, strategy life (hypothetical model account)

—

1.23

Sortino ratio, backtest period (backtest)

0.91

—

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

—

1.86

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

1.64

—

Sortino ratio, strategy life (hypothetical model account)

—

1.67

Standard deviation, backtest period (backtest)

17.71%

—

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

16.98%

—

Volatility since inception (Lighthorse, daily, hypothetical)

—

26.79%

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

—

27.48%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Risk score

Heart Attack Index (Collective2)

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

—

Popularity

Remixes (copies)

—

Watchers

—

Identity

Strategy age

—

977

Cost & access

Subscription price per month

—

$150

Suggested minimum capital

—

$50k

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