Side-by-side comparison

Compare investment strategies

Equal-Weight Thematic Tech ETFs with Bond Sleeve vs EP-Space Stock 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.

8.4%

—

25.5%

59.8%Best

23.9%

—

1.07

1.09Best

-16.3%Best

-52.0%

Each source uses its own scale

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24(Heart Attack Index (Collective2))

Inception

2025-06-27

2024-09-04

Holdings

—

60%

67%Best

Every published figureShow 73 attributes

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

Classification

AI categories (Composer)

automation/ai, core bonds, crypto industry, equal-weight, growth tech, meme stocks, metaverse, nuclear energy, quantum, thematic etfs, yearly rebalance

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Asset classes / instruments

equities

stocks

Leaderboard views (Collective2)

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ira_account, popular

Market-relative

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

—

0.11

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

-0.12

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

—

0.79

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

1.73

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

0.87

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

—

0.31

Returns

Annual return compounded, strategy life (hypothetical model account)

—

59.80%

Annualized return since inception (Lighthorse, daily, hypothetical)

—

56.78%

Backtest length

686

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Out-of-sample length

329

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Return, 1 month (hypothetical model account)

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1.85%

Return, 3 months (hypothetical model account)

—

17.37%

Return, 6 months (hypothetical model account)

—

18.96%

Return, backtest period (annualized) (backtest)

25.68%

—

Return, backtest period (cumulative) (backtest)

86.48%

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

—

57.30%

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

25.46%

—

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

33.86%

—

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

-2.85%

—

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

-0.24%

—

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

-5.41%

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Return, trailing 1 year (backtest)

1.82%

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

8.43%

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

-8.32%

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

-0.45%

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SPY annualized return over the backtest window (backtest)

19.65%

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Trading activity

Annualized turnover, backtest period (backtest)

1.13

—

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

1.03

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Average leverage

—

0.85

Average position time

—

37,683

Daily win rate, backtest period (backtest)

54.96%

—

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

55.02%

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Maximum daily leverage

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5.75

Number of trades

—

136

Percent of trades profitable

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91.11%

Profit factor

—

23.29

Win:loss ratio

—

23.29

Backtest

Backtest final value (from $10,000)

$19k

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Backtest regulatory fees

—

Backtest slippage cost

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.01

—

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

1.56

—

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

—

-44.06%

Maximum drawdown, backtest period (backtest)

-25.40%

—

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

—

-23.64%

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

-16.32%

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Maximum drawdown, strategy life (hypothetical model account)

—

-52.00%

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

—

1.08

Sharpe ratio, backtest period (backtest)

1.05

—

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

—

1.38

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

1.07

—

Sharpe ratio, strategy life (hypothetical model account)

—

1.09

Sortino ratio, backtest period (backtest)

1.52

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

—

2.40

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

1.18

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Sortino ratio, strategy life (hypothetical model account)

—

1.75

Standard deviation, backtest period (backtest)

24.81%

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

23.91%

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Volatility since inception (Lighthorse, daily, hypothetical)

—

46.56%

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

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33.01%

Quality

Community review status

ACTIVE

—

Holdings

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

0.13

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Risk score

Heart Attack Index (Collective2)

—

Construction

Logic complexity (node count)

—

Rebalance frequency

yearly

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Popularity

Remixes (copies)

—

Watchers

—

Identity

Strategy age

—

768

Cost & access

Subscription price per month

—

$80

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