Side-by-side comparison

Compare investment strategies

Calm Regime Short-Vol/Stocks, Anti-Beta Defense 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.

-9.4%

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14.9%

112.0%Best

22.7%

—

0.72

2.87Best

-36.0%

-13.5%Best

Each source uses its own scale

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2(Heart Attack Index (Collective2))

Inception

2024-03-15

2026-03-09

Holdings

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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: Calm Regime Short-Vol/Stocks, Anti-Beta Defense.

Every published figureShow 64 attributes

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

Classification

AI categories (Composer)

daily rebalanced, defensive, mean reversion, momentum, tactical allocation, trend following, volatility hedging

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Asset classes / instruments

equities

futures

Leaderboard views (Collective2)

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tos

Market-relative

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

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0.36

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

0.09

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

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-0.01

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

0.37

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

0.26

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

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-0.00

Returns

Annual return compounded, strategy life (hypothetical model account)

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112.00%

Backtest length

1,341

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Out-of-sample length

650

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Return, 1 month (hypothetical model account)

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0.74%

Return, 3 months (hypothetical model account)

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4.96%

Return, 6 months (hypothetical model account)

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36.71%

Return, backtest period (annualized) (backtest)

24.51%

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Return, backtest period (cumulative) (backtest)

221.38%

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

14.90%

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

42.68%

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

-1.34%

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

0.74%

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

-1.33%

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Return, trailing 1 year (backtest)

-5.57%

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

-9.41%

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

-1.15%

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

8.46%

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SPY annualized return over the backtest window (backtest)

13.40%

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Trading activity

Annualized turnover, backtest period (backtest)

54.31

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

56.22

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Average leverage

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3.64

Average position time

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215

Daily win rate, backtest period (backtest)

53.17%

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

51.08%

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Maximum daily leverage

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10.82

Number of trades

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324

Percent of trades profitable

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58.26%

Profit factor

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1.62

Win:loss ratio

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1.62

Backtest

Backtest final value (from $10,000)

$32k

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Backtest regulatory fees

$190

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Backtest slippage cost

$1,289

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Risk metrics

Calmar ratio, backtest period (backtest)

0.68

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

0.41

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Maximum drawdown, backtest period (backtest)

-35.98%

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

-35.97%

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Maximum drawdown, strategy life (hypothetical model account)

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-13.50%

Sharpe ratio, backtest period (backtest)

1.18

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

0.72

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Sharpe ratio, strategy life (hypothetical model account)

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2.87

Sortino ratio, backtest period (backtest)

1.96

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

1.17

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Sortino ratio, strategy life (hypothetical model account)

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7.48

Standard deviation, backtest period (backtest)

20.25%

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

22.66%

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Quality

Community review status

ACTIVE

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Holdings

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

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Risk score

Heart Attack Index (Collective2)

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Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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Popularity

Remixes (copies)

—

Watchers

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Identity

Strategy age

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217

Cost & access

Subscription price per month

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$20

Suggested minimum capital

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$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