Side-by-side comparison

Compare investment strategies

BIORECKED Mods with Biotech Dips and Top-3 Stocks 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.

88.3%

—

66.2%Best

59.8%

43.2%

—

1.39Best

1.09

-35.0%Best

-52.0%

Each source uses its own scale

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24(Heart Attack Index (Collective2))

Inception

2024-03-16

2024-09-04

Holdings

—

60%

67%Best

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)

dip-buying, leveraged etfs, momentum rotation, tactical allocation, trend filter, volatility hedging

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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)

0.34

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

—

0.79

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

1.38

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

0.50

—

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

2,859

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Out-of-sample length

644

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Return, 1 month (hypothetical model account)

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1.85%

Return, 3 months (hypothetical model account)

—

17.37%

Return, 6 months (hypothetical model account)

—

18.96%

Return, backtest period (annualized) (backtest)

264.46%

—

Return, backtest period (cumulative) (backtest)

236726k%

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

—

57.30%

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

66.19%

—

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

266.98%

—

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

-0.25%

—

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

7.26%

—

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

0.33%

—

Return, trailing 1 year (backtest)

88.32%

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

88.31%

—

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

-0.70%

—

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

23.36%

—

SPY annualized return over the backtest window (backtest)

14.01%

—

Trading activity

Annualized turnover, backtest period (backtest)

66.29

—

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

69.71

—

Average leverage

—

0.85

Average position time

—

37,683

Daily win rate, backtest period (backtest)

56.49%

—

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

53.42%

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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)

$23.7B

—

Backtest regulatory fees

$52.9M

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Backtest slippage cost

$512.3M

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Risk metrics

Calmar ratio, backtest period (backtest)

6.05

—

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

1.89

—

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

—

-44.06%

Maximum drawdown, backtest period (backtest)

-43.74%

—

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

—

-23.64%

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

-35.04%

—

Maximum drawdown, strategy life (hypothetical model account)

—

-52.00%

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

—

1.08

Sharpe ratio, backtest period (backtest)

2.30

—

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

—

1.38

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

1.39

—

Sharpe ratio, strategy life (hypothetical model account)

—

1.09

Sortino ratio, backtest period (backtest)

4.64

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

—

2.40

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

2.22

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Sortino ratio, strategy life (hypothetical model account)

—

1.75

Standard deviation, backtest period (backtest)

64.86%

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

43.24%

—

Volatility since inception (Lighthorse, daily, hypothetical)

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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)

0.46

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Risk score

Heart Attack Index (Collective2)

—

Construction

Logic complexity (node count)

106

—

Rebalance corridor width

5.00%

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Rebalance frequency

none

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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