Side-by-side comparison

Compare investment strategies

CAN SLIM Small/Mid-Cap Growth with SPY 200-Day Filter vs Solid Companies Quality Stock Portfolio

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.

12.5%

—

12.6%

42.9%Best

23.1%

—

0.63

1.06Best

-16.6%Best

-34.8%

Each source uses its own scale

—

18(Heart Attack Index (Collective2))

Inception

—

2024-06-02

40%

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.

Solid Companies Quality Stock PortfolioHypoup 135.2%
S&P 500 ETFup 45.7%

No published history to chart: CAN SLIM Small/Mid-Cap Growth with SPY 200-Day Filter.

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)

can slim, equal-weight, market timing, risk-on/risk-off, small/mid-cap growth, trend-following, us equities

—

Asset classes / instruments

equities

stocks

Leaderboard views (Collective2)

—

ira_account, popular

Market-relative

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

—

0.06

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

—

0.85

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

—

0.43

Returns

Annual return compounded, strategy life (hypothetical model account)

—

42.90%

Annualized return since inception (Lighthorse, daily, hypothetical)

—

44.07%

Return, 1 month (hypothetical model account)

—

0.53%

Return, 3 months (hypothetical model account)

—

5.72%

Return, 6 months (hypothetical model account)

—

9.70%

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

—

10.73%

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

12.60%

—

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

12.49%

—

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

-1.83%

—

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

12.49%

—

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

-6.22%

—

Trading activity

Average leverage

—

0.74

Average position time

—

196,243

Maximum daily leverage

—

1.41

Number of trades

—

336

Percent of trades profitable

—

57.23%

Profit factor

—

2.77

Win:loss ratio

—

2.77

Risk metrics

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

0.76

—

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

—

-31.83%

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

—

-31.70%

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

-16.63%

—

Maximum drawdown, strategy life (hypothetical model account)

—

-34.80%

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

—

1.02

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

—

0.36

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

0.63

—

Sharpe ratio, strategy life (hypothetical model account)

—

1.06

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

—

0.51

Sortino ratio, strategy life (hypothetical model account)

—

1.49

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

23.07%

—

Volatility since inception (Lighthorse, daily, hypothetical)

—

37.31%

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

—

43.84%

Risk score

Heart Attack Index (Collective2)

—

Construction

Rebalance frequency

daily

—

Identity

Strategy age

—

862

Cost & access

Subscription price per month

—

$59

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