Side-by-side comparison

Compare investment strategies

Extreme Oversold Short-Term Stock Reversal vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

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%

21.7%

261.5%Best

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18.1%

0.69

7.79Best

-61.1%

-0.7%Best

Each source uses its own scale

31(Heart Attack Index (Collective2))

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Inception

2005-02-17

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67%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.

Extreme Oversold Short-Term Stock ReversalHypoup 17.0%
S&P 500 ETFup 79.9%

No published history to chart: Oil, Gas, Semis and Treasuries Short-Term Pair Rotation.

Every published figureShow 45 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 (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

stocks

equities

Leaderboard views (Collective2)

old_timers, popular

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Style chips (Collective2)

Short-term Reversal

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Market-relative

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

0.05

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

0.52

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

0.39

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Returns

Annual return compounded, strategy life (hypothetical model account)

21.70%

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Annualized return since inception (Lighthorse, daily, hypothetical)

21.71%

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Return, 1 month (hypothetical model account)

1.50%

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Return, 3 months (hypothetical model account)

0.60%

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Return, 6 months (hypothetical model account)

0.14%

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

1.68%

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

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261.52%

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

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6.85%

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

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1.95%

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

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0.00%

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

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6.14%

Trading activity

Average leverage

0.78

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Average position time

9,301

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Maximum daily leverage

2.72

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Number of trades

5,112

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Percent of trades profitable

73.44%

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Profit factor

1.32

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Win:loss ratio

1.32

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Risk metrics

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

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376.45

Calmar ratio, strategy life (hypothetical model account)

0.16

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Maximum drawdown since inception (Lighthorse, daily, hypothetical)

-61.07%

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

-8.02%

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

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-0.69%

Maximum drawdown, strategy life (hypothetical model account)

-61.10%

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Sharpe ratio since inception (Lighthorse, daily, hypothetical)

0.75

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

-0.07

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

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7.79

Sharpe ratio, strategy life (hypothetical model account)

0.69

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

-0.11

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Sortino ratio, strategy life (hypothetical model account)

1.03

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

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18.11%

Volatility since inception (Lighthorse, daily, hypothetical)

29.81%

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

14.43%

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Risk score

Heart Attack Index (Collective2)

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Construction

Rebalance frequency

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daily

Identity

Strategy age

7,907

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Cost & access

Subscription price per month

$100

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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