Side-by-side comparison

Compare investment strategies

Commodity Three-Factor Momentum Stocks vs Rising Rates Volatility Switch Risk-Parity Mix

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.

—

6.3%

0.1%

3.6%Best

—

0.2%

-0.12

18.06Best

-14.8%

-0.0%Best

Inception

2025-03-24

—

56%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.

Commodity Three-Factor Momentum StocksHypodown -0.9%
S&P 500 ETFup 37.4%

No published history to chart: Rising Rates Volatility Switch Risk-Parity Mix.

Every published figureShow 38 attributes

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

Classification

AI categories (Composer)

—

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

stocks

equities

Leaderboard views (Collective2)

new_highs

—

Market-relative

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

-0.01

—

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

0.18

—

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

0.29

—

Returns

Annual return compounded, strategy life (hypothetical model account)

0.10%

—

Annualized return since inception (Lighthorse, daily, hypothetical)

-0.16%

—

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

0.46%

—

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

—

3.62%

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

—

2.81%

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

—

0.34%

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

—

6.30%

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

—

0.95%

Trading activity

Average leverage

0.56

—

Maximum daily leverage

1.64

—

Number of trades

—

Percent of trades profitable

41.56%

—

Profit factor

0.90

—

Risk metrics

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

—

331.36

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

-10.31%

—

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

-6.57%

—

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

—

-0.01%

Maximum drawdown, strategy life (hypothetical model account)

-14.78%

—

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

-0.29

—

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

-0.34

—

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

—

18.06

Sharpe ratio, strategy life (hypothetical model account)

-0.12

—

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

-0.46

—

Sortino ratio, strategy life (hypothetical model account)

-0.17

—

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

—

0.20%

Volatility since inception (Lighthorse, daily, hypothetical)

11.56%

—

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

8.61%

—

Construction

Rebalance corridor width

—

5.00%

Rebalance frequency

—

none

Identity

Strategy age

575

—

Cost & access

Subscription price per month

$75

—

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