Side-by-side comparison

Compare investment strategies

Boglehead 70/20/10 US, International and T-Bills 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.

15.9%

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18.4%

38.0%Best

14.2%

—

1.26Best

1.23

-16.0%Best

-36.0%

Each source uses its own scale

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14(Heart Attack Index (Collective2))

Inception

2024-09-09

2024-02-08

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.

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

No published history to chart: Boglehead 70/20/10 US, International and T-Bills.

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)

asset allocation, boglehead, buy-and-hold, passive indexing, t-bills/cash sleeve, u.s. and international equities

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Asset classes / instruments

equities

futures

Leaderboard views (Collective2)

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popular

Market-relative

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

—

0.07

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

0.01

—

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

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0.32

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

0.86

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

0.98

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

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0.21

Returns

Annual return compounded, strategy life (hypothetical model account)

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38.00%

Annualized return since inception (Lighthorse, daily, hypothetical)

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36.73%

Backtest length

3,953

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Out-of-sample length

529

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Return, 1 month (hypothetical model account)

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6.70%

Return, 3 months (hypothetical model account)

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7.71%

Return, 6 months (hypothetical model account)

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10.14%

Return, backtest period (annualized) (backtest)

11.43%

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Return, backtest period (cumulative) (backtest)

446.21%

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

—

39.61%

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

18.40%

—

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

42.07%

—

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

-0.92%

—

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

0.82%

—

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

-1.41%

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Return, trailing 1 year (backtest)

13.72%

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

15.90%

—

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

-1.56%

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

2.29%

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SPY annualized return over the backtest window (backtest)

14.09%

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Trading activity

Annualized turnover, backtest period (backtest)

0.26

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

0.29

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Average leverage

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2.90

Average position time

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8,538

Daily win rate, backtest period (backtest)

54.92%

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

55.39%

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Maximum daily leverage

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4.38

Number of trades

—

Percent of trades profitable

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81.48%

Profit factor

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2.97

Win:loss ratio

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2.97

Backtest

Backtest final value (from $10,000)

$55k

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Backtest regulatory fees

—

Backtest slippage cost

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.35

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

1.15

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Maximum drawdown since inception (Lighthorse, daily, hypothetical)

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-32.27%

Maximum drawdown, backtest period (backtest)

-32.42%

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

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-16.60%

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

-15.99%

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Maximum drawdown, strategy life (hypothetical model account)

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-36.00%

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

—

1.11

Sharpe ratio, backtest period (backtest)

0.77

—

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

—

1.17

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

1.26

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Sharpe ratio, strategy life (hypothetical model account)

—

1.23

Sortino ratio, backtest period (backtest)

1.08

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

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1.86

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

1.79

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Sortino ratio, strategy life (hypothetical model account)

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1.67

Standard deviation, backtest period (backtest)

15.53%

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

14.24%

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Volatility since inception (Lighthorse, daily, hypothetical)

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26.79%

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

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27.48%

Quality

Community review status

ACTIVE

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Holdings

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

0.55

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Risk score

Heart Attack Index (Collective2)

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Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

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Rebalance frequency

none

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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