Side-by-side comparison

Compare investment strategies

Defensive-Sector Trend Signal: QQQ/VOO or Defensives 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.

17.3%

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24.7%

112.0%Best

18.6%

—

1.28

2.87Best

-14.7%

-13.5%Best

Each source uses its own scale

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2(Heart Attack Index (Collective2))

Inception

2025-03-16

2026-03-09

Holdings

—

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: Defensive-Sector Trend Signal: QQQ/VOO or Defensives.

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)

sector rotation, tactical allocation, trend-following, us equities etfs

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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)

—

0.36

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

-0.00

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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)

1.01

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

0.92

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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

3,670

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Out-of-sample length

400

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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)

—

36.71%

Return, backtest period (annualized) (backtest)

16.15%

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Return, backtest period (cumulative) (backtest)

785.57%

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

24.66%

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

41.27%

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

-1.80%

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

3.67%

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

-2.59%

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Return, trailing 1 year (backtest)

13.70%

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

17.26%

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

-3.06%

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

4.33%

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SPY annualized return over the backtest window (backtest)

14.37%

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Trading activity

Annualized turnover, backtest period (backtest)

6.39

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

5.04

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Average leverage

—

3.64

Average position time

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215

Daily win rate, backtest period (backtest)

54.25%

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

54.75%

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Maximum daily leverage

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10.82

Number of trades

—

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)

$89k

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Backtest regulatory fees

$183

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Backtest slippage cost

$678

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Risk metrics

Calmar ratio, backtest period (backtest)

0.54

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

1.68

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Maximum drawdown, backtest period (backtest)

-29.80%

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

-14.66%

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Maximum drawdown, strategy life (hypothetical model account)

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-13.50%

Sharpe ratio, backtest period (backtest)

0.98

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

1.28

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Sharpe ratio, strategy life (hypothetical model account)

—

2.87

Sortino ratio, backtest period (backtest)

1.41

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

1.78

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Sortino ratio, strategy life (hypothetical model account)

—

7.48

Standard deviation, backtest period (backtest)

16.79%

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

18.57%

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Quality

Community review status

ACTIVE

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Holdings

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

0.47

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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

—

Identity

Strategy age

—

217

Cost & access

Subscription price per month

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$20

Suggested minimum capital

—

$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