Side-by-side comparison

Compare investment strategies

EP-Space Stock Strategy vs ERX, Refiners and Gold Miners Inverse-Volatility 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.

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0.0%

59.8%

138.6%Best

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22.9%

1.09

4.29Best

-52.0%

-2.7%Best

Each source uses its own scale

24(Heart Attack Index (Collective2))

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Inception

2024-09-04

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67%Best

40%

Every published figureShow 44 attributes

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

Classification

AI categories (Composer)

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commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

stocks

equities

Leaderboard views (Collective2)

ira_account, popular

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Market-relative

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

0.11

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

0.79

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

0.31

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Returns

Annual return compounded, strategy life (hypothetical model account)

59.80%

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Annualized return since inception (Lighthorse, daily, hypothetical)

56.78%

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Return, 1 month (hypothetical model account)

1.85%

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Return, 3 months (hypothetical model account)

17.37%

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Return, 6 months (hypothetical model account)

18.96%

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

57.30%

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

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138.64%

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

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3.87%

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

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8.12%

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

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0.00%

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

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0.00%

Trading activity

Average leverage

0.85

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Average position time

37,683

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Maximum daily leverage

5.75

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Number of trades

136

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Percent of trades profitable

91.11%

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Profit factor

23.29

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Win:loss ratio

23.29

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Risk metrics

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

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51.98

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

-44.06%

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

-23.64%

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

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-2.67%

Maximum drawdown, strategy life (hypothetical model account)

-52.00%

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Sharpe ratio since inception (Lighthorse, daily, hypothetical)

1.08

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

1.38

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

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4.29

Sharpe ratio, strategy life (hypothetical model account)

1.09

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

2.40

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Sortino ratio, strategy life (hypothetical model account)

1.75

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

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22.88%

Volatility since inception (Lighthorse, daily, hypothetical)

46.56%

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

33.01%

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Risk score

Heart Attack Index (Collective2)

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Construction

Rebalance corridor width

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10.00%

Rebalance frequency

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none

Identity

Strategy age

768

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Cost & access

Subscription price per month

$80

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Suggested minimum capital

$15k

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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