Side-by-side comparison

Compare investment strategies

Developed Markets Bottom-5 Country ETF Contrarian vs FTSE Tech Entry Futures Strategy

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.

14.4%

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15.0%

38.0%Best

15.6%

—

0.97

1.23Best

-14.0%Best

-36.0%

Each source uses its own scale

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14(Heart Attack Index (Collective2))

Inception

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2024-02-08

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.

FTSE Tech Entry Futures StrategyHypoup 134.4%
S&P 500 ETFup 51.5%

No published history to chart: Developed Markets Bottom-5 Country ETF Contrarian.

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)

contrarian momentum, country rotation, daily rebalance, developed markets, equities, mean reversion

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Asset classes / instruments

equities

futures

Leaderboard views (Collective2)

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popular

Market-relative

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

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0.07

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

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0.32

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

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0.21

Returns

Annual return compounded, strategy life (hypothetical model account)

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38.00%

Annualized return since inception (Lighthorse, daily, hypothetical)

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36.73%

Return, 1 month (hypothetical model account)

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6.70%

Return, 3 months (hypothetical model account)

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7.71%

Return, 6 months (hypothetical model account)

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10.14%

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

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39.61%

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

14.97%

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

31.46%

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

-3.94%

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

14.35%

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

-0.15%

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Trading activity

Average leverage

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2.90

Average position time

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8,538

Maximum daily leverage

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4.38

Number of trades

—

Percent of trades profitable

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81.48%

Profit factor

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2.97

Win:loss ratio

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2.97

Risk metrics

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

1.07

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Maximum drawdown since inception (Lighthorse, daily, hypothetical)

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-32.27%

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

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-16.60%

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

-13.98%

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Maximum drawdown, strategy life (hypothetical model account)

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-36.00%

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

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1.11

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

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1.17

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

0.97

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Sharpe ratio, strategy life (hypothetical model account)

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1.23

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

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1.86

Sortino ratio, strategy life (hypothetical model account)

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1.67

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

15.59%

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Volatility since inception (Lighthorse, daily, hypothetical)

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26.79%

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

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27.48%

Risk score

Heart Attack Index (Collective2)

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Construction

Rebalance frequency

daily

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Identity

Strategy age

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977

Cost & access

Subscription price per month

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$150

Suggested minimum capital

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$50k

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