Side-by-side comparison

Compare investment strategies

Cali Nevada Short-Biased Stocks vs Static Low-Vol Stocks with Gold, Yen and Inverse Hedges

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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0.0%

22.9%Best

14.7%

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5.3%

0.59

2.61Best

-45.5%

-2.4%Best

Each source uses its own scale

25(Heart Attack Index (Collective2))

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Inception

2022-12-04

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44%Best

40%

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.

Cali Nevada Short-Biased StocksHypoup 142.5%
S&P 500 ETFup 79.9%

No published history to chart: Static Low-Vol Stocks with Gold, Yen and Inverse Hedges.

Every published figureShow 43 attributes

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

Classification

AI categories (Composer)

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currency hedges, daily rebalance, defensive quality, global, hedged equity, inverse/leveraged etfs, low-volatility, multi-asset, static allocation

Asset classes / instruments

stocks

equities

Leaderboard views (Collective2)

old_timers

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Market-relative

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

0.08

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

-0.16

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

-0.07

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Returns

Annual return compounded, strategy life (hypothetical model account)

22.90%

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Annualized return since inception (Lighthorse, daily, hypothetical)

23.43%

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Return, 1 month (hypothetical model account)

2.14%

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Return, 3 months (hypothetical model account)

3.06%

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Return, 6 months (hypothetical model account)

4.13%

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

-5.38%

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

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14.70%

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

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10.60%

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

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2.14%

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

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0.00%

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

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3.73%

Trading activity

Average leverage

0.56

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Average position time

28,547

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Maximum daily leverage

3.36

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Number of trades

203

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Percent of trades profitable

55.94%

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Profit factor

1.46

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Win:loss ratio

1.46

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Risk metrics

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

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6.03

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

-45.49%

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

-19.25%

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

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-2.44%

Maximum drawdown, strategy life (hypothetical model account)

-45.50%

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Sharpe ratio since inception (Lighthorse, daily, hypothetical)

0.54

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

-0.19

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

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2.61

Sharpe ratio, strategy life (hypothetical model account)

0.59

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

-0.29

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Sortino ratio, strategy life (hypothetical model account)

1.06

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

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5.33%

Volatility since inception (Lighthorse, daily, hypothetical)

47.21%

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

27.44%

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Risk score

Heart Attack Index (Collective2)

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Construction

Rebalance frequency

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daily

Identity

Strategy age

1,408

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Cost & access

Subscription price per month

$99

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Suggested minimum capital

$25k

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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